The Shonan Maru Number 2 - a Customs vessel which travels with the whaling fleet - entered the zone off Macquarie Island in the Southern Ocean yesterday afternoon.
Environment Minister Tony Burke said he had made it clear to Japan that vessels associated with the whaling program "are not welcome in in Australia's exclusive economic zone or territorial sea".
"Our embassy in Tokyo has conveyed these sentiments directly to the Japanese government," Mr Burke said in a statement.
Former Greens leader Bob Brown, now the mission leader of the Sea Shepherd anti-whaling group, says he believes the vessel has armed Japanese personnel aboard.
"It is accompanying the whaling ships into the killing fields off Antarctica," he said.
"When the Sea Shepherd ship Bob Barker made contact with the factory ship, this ship tailed Bob Barker and has been doing so for a couple of days.
"The Bob Barker has lost the [factory ship] Nisshin Maru but that was after it was hunted out of the whaling area and this Customs vessel, this government vessel, has kept with the Bob Barker through to Macquarie Island and into Australia's economic zone waters."
Mr Brown says the Shonan Maru stopped this morning just outside Australia's territorial waters.
He says there may be legal arguments about who has control over exclusive economic zones.
"Tokyo has ignored the call from the Federal Government for this part of the whaling fleet not to enter our exclusive economic zone," he said.
"It's stayed outside the direct territorial waters but it has not obliged that request and protest from Australia that it should not enter our exclusive economic zone.
"That is a matter of some affront to Australia and one that I've no doubt the Federal Government will be looking to deal with during today."