Recent phylogenetic analyses of DNA sequences suggest that cetaceans (whales) and hippopotamid artiodactyls (hippos) are extant sister taxa. Consequently, the shared aquatic specializations of these taxa may be synapomorphies. This molecular view is contradicted by paleontological data that overwhelmingly support a monophyletic Artiodactyla (even-toed ungulates) and a close relationship between Cetacea and extinct mesonychian ungulates. According to the fossil evidence, molecular, behavioral, and anatomical resemblances between hippos and whales are interpreted as convergences or primitive retentions. In this report, competing interpretations of whale origins are tested through phylogenetic analyses of the blood-clotting protein gene gamma-fibrinogen from cetaceans, artiodactyls, perissodactyls (odd-toed ungulates), and carnivores (cats, dogs, and kin). In combination with published DNA sequences, the gamma-fibrinogen data unambiguously support a hippo/whale clade and are inconsistent with the paleontological perspective. If the phylogeny favored by fossil evidence is accepted, the convergence at the DNA level between Cetacea and Hippopotamidae is remarkable in its distribution across three genetic loci: gamma-fibrinogen, the linked milk casein genes, and mitochondrial cytochrome b.