Yes. Orcas, also called killer whales (Orcinus orca), are marine mammals, not fish. NOAA Fisheries classifies them in class Mammalia and family Delphinidae: they are warm-blooded, breathe air with lungs, bear live young, and nurse calves with milk.
They are the largest members of the dolphin family (odontocetes, or toothed whales). Females are typically pregnant for about 15 to 18 months and give birth to a single calf that nurses for at least a year. All killer whale populations in U.S. waters are protected under the Marine Mammal Protection Act.
Source: NOAA Fisheries, Killer Whale (Orcinus orca)
Image: Killerwhales jumping.jpg by Robert Pittman / NOAA, public domain, via Wikimedia Commons.