This will depend on whether they live in shallow coastal waters like Hector's dolphins or the deeper ocean like many Spotted dolphins.

 

Unlike baleen whales who  filter out millions of tiny krill, dolphins have 80 to 100 cone-shaped teeth which they use to eat small to medium-sized fish, squid and swimming crustaceans such as shrimp.

 

Dolphins often hunt shoals of fish by using 'herding'. This entails the dolphins swimming around a school of fish to squeeze them into a small bunch, called a 'bait ball'. Dolphins then take turns to swim through the bait ball, feeding on the stunned fish. 

 

Read about the other clever ways that dolphins hunt for fish at:  How do dolphins hunt?