THE federal government has reminded Japan that its whaling vessels are not welcome in Australia's territorial waters amid claims one strayed close to Macquarie Island.

The Sea Shepherd Conservation Society says Japan's Yushin Maru No 3 harpoon ship followed its Bob Barker vessel inside the 12-mile territorial waters of the island, which belongs to Tasmania.

A statement released on the Sea Shepherd's website says the Japanese ship came as close as five nautical miles from the island's beach - in a clear breach of a 2008 federal court order forbidding whaling vessels in Australian territorial waters.

"We have asked our embassy today to reiterate to the Japanese government that whaling vessels are not welcome in Australian territorial waters," a spokesperson for Attorney-General Nicola Roxon said in response to the claim.

"The Australian government believes strongly that Japan's so-called scientific whaling is illegal."

Macquarie is about 800 nautical miles south of Hobart.