Evolution would seem to rule out the possibility. Anything large and buoyant enough to stay afloat would be slow (if self-mobile at all) and hence vulnerable to predators. 

At the start of the First World War, Zeppelins had a height advantage over airplanes and were initially able to bomb London from a safe height. That height advantage disappeared by 1916, at which point fighter planes were able to literally fly in circles around the Zeppelins, riddling them with bullets until they burst into flames. Even when they didn't burst into flames from incendiary bullets, battle damage would all to easily cause them to lose buoyancy and fall to the ground (or into the sea). [Very few Zeppelins survived the war][1]. By 1917 a combat Zeppelin mission was virtually a suicide mission. No nation seriously considered using airships in a direct combat role in the Second World War (although they were used in antisubmarine patrols by the US Navy). Both war and evolution are about survival of the fittest, and airships proved to be phenomenally unfit.

It is hard to imagine a world in which birds of prey wouldn't drive floating whales to extinction.


  [1]: https://en.wikipedia.org/wiki/List_of_Zeppelins#Zeppelins_constructed_during_World_War_I