An unforgettable Experience! Swimming with the whale shark is a unique experience that you can live whether you visit Cancun or Los Cabos. Despite their large size, whale sharks pose no danger to humans, they are gentle and docile creatures. The whale shark season in Cancun is from May to September. The best months for sighting and swimming are July and August in the nearby islands of Holbox, Contoy, and Isla Mujeres. This is something that you should include if you are vaca