Pygmy killer whales have a somewhat slender body that narrows towards the dorsal fin, hence the name "attenuata" (Latin) meaning "thinning". The head is round and blunt and lacks a beak. The moderately long flippers of pygmy killer whales are characteristically rounded at the tips with convex leading and concave trailing edges. Pygmy killer whales are mostly grey to black, with a subtle dark cape on the side, below the high, falcate (sickle-shaped) dorsal fin. There is a paler grey area on each flank and an irregular white patch on the ventral side between the flippers, around the genitals and occasionally the tail stock. The lips and snout are edged with white.

Body size ranges from 2.1–2.6 m with males being slightly larger than females. Maximum weight exceeds 225 kg.