Actually, whales are mammals, so they have lungs. Yes, they DO breathe air, but not water. They just pretty much take a big breath of air, dive, then surface when they need to breathe. ADDED: Is this...
No, Like all mammals, whales breathe air into lungs, are warm-blooded, feed their young milk from mammary glands, and have some (although very little) hair.
Mammals don't breathe under water. They hold their breath like you or I would...except their lungs are gigantic and they can hold their breath for hours. No they don't. Whales are mammals and thus...