Increasing human activity along the coast has amplified the extinction risk of inshore delphinids. Informed selection and prioritisation of areas for the conservation of inshore delphinids requires a comprehensive understanding of their distribution and habitat use. In this study, we applied an ensemble species distribution modelling approach, combining results of six modelling algorithms to identify areas of high probability of occurrence of the globally Vulnerable Australian humpback dolphin in northern Ningaloo Marine Park (NMP), north-western Australia. Model outputs were based on sighting data collected during systematic, boat-based surveys between 2013 and 2015, and in relation to various ecogeographic variables. Water depth and distance to coast were identified as the most important variables influencing dolphin presence, with dolphins showing a preference for shallow waters (5–15 m) less than 2 km from the coast. Areas of high probability (> 0.6) of dolphin occurrence were primarily (90%) in multiple use areas where extractive human activities are permitted, and were poorly represented in sanctuary (no-take) zones. This spatial mismatch emphasises the need to reassess for future spatial planning and marine park management plan reviews for NMP. Shallow, coastal waters identified here should be considered priority areas for the conservation of this Vulnerable species.