A Japanese whaling fleet ship is again being warned out of Australian waters by the Federal Government, aggravating a diplomatic dispute with Tokyo.

Environment Minister Tony Burke said on Thursday night that the government had confirmation the Shonan Maru No. 2 entered Australia's Exclusive Economic Zone near Tasmania's sub-Antarctic Macquarie Island.

Mr Burke said the government "strongly objected" to the passage of the Shonan Maru No. 2 through Australian waters, where domestic laws ban whaling.

"Australia has made it clear to Japan on a number of occasions that vessels associated with its whaling program are not welcome in Australia’s Exclusive Economic Zone or Territorial Sea," Mr Burke said.

"Our embassy in Tokyo has conveyed these sentiments directly to the Japanese Government."