Tunas are known for their extraordinary swimming performance, which is accomplished through various specializations. The caudal keels, a pair of lateral keel-like structures along the caudal peduncle, are a remarkable specialization in tunas and have convergently arisen in other fast-swimming marine animals. In the present study, the hydrodynamic function of caudal keels in tuna was numerically investigated. A three-dimensional model of yellowfin tuna with caudal keels was constructed based on previous morphological and anatomical studies. Vortical structures and pressure distributions are analyzed to determine the mechanisms of thunniform propulsion. A leading-edge vortex and a trailing-edge vortex are attached to the caudal fin and enhance the thrust. By comparing models of tuna with and without caudal keels, it is demonstrated that caudal keels generate streamwise vortices that result in negative pressure and reduce the transverse force amplitude. Moreover, the orientations of the streamwise vortices induced by caudal keels are opposite to those on the pressure side of the caudal fin. Therefore, caudal keels reduce the negative effects of the streamwise vortices adjacent to the caudal fin and thereby enhance the thrust on the caudal fin. A systematic study of the effects of variations in the Strouhal number (St), the Reynolds number (Re), and the cross-sectional shape of the body on the swimming of tuna is also presented. The effects of caudal keels are magnified as Re and St increase, whereas the cross-sectional shape has no major influence on the caudal keel mechanism.