Whale Cay, located 2 nm south of No Name Cay, is famous among cruisers for its passage out into the ocean. This uninhabited cay runs for 1.5 nm and occupies a strategic position (in navigational terms) at the very point that the Sea of Abaco becomes too shallow for most cruising boats to negotiate.

Named for Whale Cay, which must be taken offshore, running "The Whale" actually involves leaving the Sea of Abaco via one pass and re-entering it on the other side of Whale Cay via another pass.