"Deeply concerned by inhumaneness of drive hunt dolphin killing. USG (US Government)opposes drive hunt fisheries," she tweeted on January 17.
Kennedy, the lone surviving child of assassinated president John F Kennedy, took up the diplomatic post late last year.
Every year the fishermen of Taiji corral hundreds of dolphins in a secluded bay, select a few dozen for sale to aquariums and marine parks and stab the rest to death for meat.
This year fishermen and divers in the village have caught at least 25 dolphins in a process to select captives before the mass slaughter, environmentalists said yesterday.
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The selection appeared to continue today and volunteers working with Sea Shepherd believe the slaughter will begin tomorrow.
The town's fishermen defend the hunt as a cultural tradition, and "The Cove" was met by protests from right-wing activists when it was screened in Japan in 2010.
Sea Shepherd said in a statement on Saturday: "Those taken captive are forced to watch as the remaining members of their family are brutally killed for human consumption."