Zanzibar's southern coastal waters are home to humpback and bottlenose dolphins. Some tour operators organise swimming with dolphins near the shores of the Kizimkazi fishing village where once can encounter these animals quite frequently.
Don't forget that you should avoid sudden movements and allow the dolphins to come to you; do not to chase the dolphins by boat! Also, the best time to meet them is typically early in the morning. Try to avoid the rainy season because the visibility is not as good. The best period for seeing and swimming with dolphins is the dry season—from January to February and from June to October.