Two Sea Shepherd activist ships say they are in pursuit of the Japanese whaling fleet in the Southern Ocean, exchanging water cannon fire with the whalers.

The ship Steve Irwin joined the Bob Barker at 9am (NZT) today in pursuit of the Japanese factory ship, Nisshin Maru, the Sea Shepherd anti-whaling group says.

"The Steve Irwin sat motionless by an iceberg for two hours at a distance of 30 miles to allow the Nisshin Maru to continue towards it," Sea Shepherd said in a statement today.

"At a distance of only three miles, the Steve Irwin got under way and intercepted the Nisshin Maru.

"As the Steve Irwin passed by the Nisshin Maru, the factory ship turned on their water cannons and were surprised when the Steve Irwin responded with a more powerful water cannon that had a couple of the whalers diving for the bridge doors as the frigid water struck their bridge wing deck."

Captain Paul Watson said no whale had died since Bob Barker intercepted the Japanese fleet early on Saturday.

"It is now the third day that the whaling fleet has been unable to kill a whale," he said.

"We intend to turn these whaling free days into three whaling free weeks.

"I am confident that once again we will severely cut their kill quotas and we will once again negate their profits."

The Steve Irwin and the Bob Barker have enough fuel to pursue the whaling fleet for another month.

- AAP