Wellington City Council had previously warned that if the whale returned the show could be put off again.
Acting Mayor Simon Marsh said on Thursday that the harbour need to stay whale-free.
"We'll be keeping our eyes peeled over the next few days.
"The fact a whale was seen outside the harbour entrance raises the possibility that 'our' whale has finally tired of the bright lights and the big city.
"However if it decides to come back for more at the weekend, we'll postpone the Sky Show to a future date.
"Wellingtonians made it plain to us that a whale in the harbour is a thing to be cherished far more than a fireworks display."
The council was advised by the Department of Conservation that the fireworks themselves were unlikely to harm the whale, but there were safety risks if the whale was near fireworks-watching boats on the harbour.
Tonight's display was held over Wellington Harbour, from 6.30pm.