A JAPANESE whaling ship has defied high-level Australian complaints to stay in the waters of World Heritage-listed Macquarie Island.

The harpoon-equipped whale hunter Yushin Maru No.3 was still there late yesterday, hours after the Prime Minister, Julia Gillard, said the ship was leaving.

''I'm aware that there has been one vessel which I'm advised has been in Australian territorial waters and I'll advise that it will leave Australian territorial waters,'' Ms Gillard said.

The Australian embassy told the Japanese government on Tuesday that whaling vessels were not welcome in the country's waters, repeating earlier complaints.

But the Japanese ship was photographed yesterday within a few miles of the coast of Macquarie Island, which is part of the state of Tasmania.

The Sea Shepherd anti-whaling group said the harpoon ship continued trailing its vessel, Bob Barker, inside the 12-nautical-mile territorial limit all day.

''Things seem to be reaching a boiling point here,'' the Bob Barker's first mate, Peter Hammarstedt, said. ''It has followed us on circuits of the island, keeping right inside the 12-mile zone.''

The Bob Barker sought refuge at Macquarie Island to try to shake the ship off its stern. As long as some Japanese vessels are able to keep tabs on Sea Shepherd activists, the rest of the fleet can continue whaling.

ANU professor of international law Don Rothwell said if Yushin Maru No.3 was staying close to Macquarie Island it was violating the UN Convention on the Law of the Sea which would normally allow a ship to proceed though these waters.

''The actions of Yushin Maru No.3 are not consistent with the right of innocent passage,'' Professor Rothwell said.

The Greens leader, Bob Brown, said the ship's presence was illegal and called for a naval vessel to be sent there.