Cetaceans are the longest-living species of mammals and the largest in the history of the planet. They have developed mechanisms against diseases such cancer, although the underlying molecular bases of these remain unknown. The goal of this study was to investigate the role of natural selection in the evolution of 1077 tumour suppressor genes (TSGs) in cetaceans. We used a comparative genomic approach to analyse two sources of molecular variation in the form of dN/dS rates and gene copy number variation. We found a signal of positive selection in the ancestor of cetaceans within the CXCR2 gene, an important regulator of DNA damage, tumour dissemination and immune system. Further, in the ancestor of baleen whales, we found six genes exhibiting positive selection relating to diseases such as breast carcinoma, lung neoplasm (ADAMTS8) and leukaemia (ANXA1). The TSGs turnover rate (gene gain and loss) was almost 2.4-fold higher in cetaceans when compared with other mammals, and notably even faster in baleen whales. The molecular variants in TSGs found in baleen whales, combined with the faster gene turnover rate, could have favoured the evolution of their particular traits of anti-cancer resistance, gigantism and longevity. Additionally, we report 71 genes with duplications, of which 11 genes are linked to longevity (e.g. NOTCH3 and SIK1) and are important regulators of senescence, cell proliferation and metabolism. Overall, these results provide evolutionary evidence that natural selection in TSGs could act on species with large body sizes and extended lifespan, providing novel insights into the genetic basis of disease resistance.