A fourth whale, also believed to be a minke, was being butchered on the deck.
Mr McCully said reports by Sea Shepherd that whaling occurred in New Zealand sovereign waters were factually wrong.
"New Zealand has responsibility for co-ordinating search and rescue operations in a large area in the Southern Ocean, however these are international waters and not within New Zealand's maritime jurisdiction.''
However, today's information suggested the Japanese fleet had commenced whaling for the season, he said.
"The practice of whaling in the oceans south of New Zealand is pointless and offensive to a great many New Zealanders.
"The New Zealand Government has repeatedly called on Japan to end its whaling programme. We reiterate this message today,'' Mr McCully said in a statement.
New Zealand formally lodged an intervention before the International Court of Justice in the case brought by Australia against Japanese whaling in the Southern Ocean. A judgment in the case is yet to be delivered.
The Sea Shepherd group said its fleet would do what it could to ensure no more whales suffered at the hands of the Japanese.
"Sea Shepherd will remain relentless in driving these fake, desperate and subverting `scientists' back to Tokyo,'' the Steve Irwin's captain, Sid Chakravarty, said.
- AAP / APNZ