The Captain of the Sea Shepherd anti-whaling ship, the Steve Irwin, claims he has been shot by Japanese whalers during a confrontation in the Southern Ocean.

Paul Watson says members of his crew threw stink bombs aboard the whaling ship, the Nisshin Maru, and the Japanese responded by returning flash grenades.

He says one of his crew was hit by a grenade and received minor injuries.

Mr Watson says he then felt a thud in his chest and found a bullet lodged in his bullet-proof vest.

"... but it also came through and I have this badge and it hit the badge and bent that too so it just left a bruise really on my chest - so it could have - if I wasn't wearing the vest it could have been pretty serious," Mr Watson said.

He says even before shots were fired, the Japanese whalers were acting recklessly in their confrontation.

"We were doing what we usually do, which is putting stink bombs on deck," he said.

"We go out of our way to make sure we don't throw them near anybody, but they were throwing the flash grenades directly at us."

Mr Watson says there is no justification for the whalers opening fire.

"These people are criminals, they're down here killing whales illegally in a place they're not supposed to be."

"Why are there armed coast guard people attacking Australian citizens and other citizens in Australian Antarctic territory?"

Japan's Coast Guard Agency has told the ABC in Tokyo that it received a report earlier today from its officers on board the whaling fleet that the Sea Shepherd had been obstructing one of the Japanese ships.

The Coast Guard says it will release a statement shortly detailing the current situation.

The Federal Government says it has received assurances that crew members on the Japanese whaling ship fired warning balls at the protesters, not gunshots.

Foreign Affairs Minister Stephen Smith says Japanese officials have told the Australian embassy in Tokyo that warning balls or flashbangs were fired at the ship.

The devices are designed to make a loud noise but not to injure

Japan has also advised the Australian Embassy that a crew member on board the Japanese whaling boat fired a warning shot in the air.

Mr Smith has repeated his call for all parties in the Southern Ocean to exercise restraint.

He says he absolutely condemns actions by crew members of any boat that could injure anyone on the high seas.