Coast Guard Petty Officer Kelly Parker said five people believed to be members of the Makah Tribe shot and harpooned the whale Saturday morning.
A preliminary report said the whale was shot with a .50-caliber machine gun, Mark Oswell, a spokesman for the law enforcement arm of the National Marine Fisheries Service, said.
Petty Officer Shawn Eggert said the whale disappeared beneath the surface in the evening, dragging buoys that had been attached to the harpoon, and did not resurface. A biologist working for the Makah Indian tribe declared it dead, Eggert said.
Tribe members were being held by the Coast Guard but had not been charged, Oswell said.
The suspects could face civil penalties of up to $20,000 each and up to a year in jail, said Brian Gorman, a spokesman for the National Marine Fisheries Service.
Criminal prosecution under the federal Marine Mammal Protection Act is rare, Gorman noted. "While it remains an option, I think we have to finish our investigation before we make any kind of call like that," Gorman told The Associated Press on Sunday.
Coast Guard officials created a 1,000-yard safety zone around the injured whale, which was shot about a mile east of Neah Bay in the Strait of Juan de Fuca. The whale had begun heading to sea Saturday afternoon, Oswell said.
Although the tribe has subsistence fishing rights to kill whales, Oswell said preliminary information indicates the whale may have been shot illegally.
"We allow native hunts for cultural purposes. However, this does not appear to be of that nature so far," he said.
The Makah Indian Tribe's whaling commission said it did not authorize the killing.
"The commission had not reviewed this," Chad Bowechop, a member of the tribe's whaling commission, told the Peninsula Daily News.
Tribal officials did not immediately return calls from the AP, but the tribe's chairman, Ben Johnson, told The Seattle Times that tribal whalers were out practicing hunting skills Saturday in keeping with their treaty rights to hunt whales - rights that have been tangled in the courts for several years.
The federal government removed the gray whale from the endangered species list in 1994. Five years later, with a permit from the National Marine Fisheries Service, Makah tribal members killed their first whale in seven decades.
Animal welfare activists sued, leading to a court order that the tribe must obtain a waiver under the Marine Mammal Protection Act to continue hunting whales.
John McCarty, a former tribal whaling commission member who has been an advocate of the Makah's right to resume whaling under an 1855 treaty, said the tribe had been working to obtain the waiver and that the process was close to completion.
"I don't know why they did this. It's terrible," McCarty told The Times. "I think the anti-whalers will be after us in full force, and we look ridiculous. Like we can't manage our own people, we can't manage our own whale."
Gorman confirmed that the fisheries service was nearing a decision on the tribe's waiver request. "The general feeling was that we were getting toward the end of a fairly long road and that our decision about whether or not to grant a waiver would be made fairly soon," Gorman said.
Gorman said he does not believe the killing of the whale will affect the tribe's waiver application.
Witnesses said the whale was harpooned by 9:30 a.m. Saturday a few miles east of Neah Bay and that five men on two small boats fired shots from what sounded like a high-caliber rifle.
Coast Guard officers who detained the men confiscated a high-powered Weatherby rifle investigators believe was used to kill the whale, Petty Officer Shawn Eggert said.
Oswell told the Peninsula Daily News investigators are looking into whether the whale was killed because it had gotten entangled in a fishing net and couldn't be cut loose.
However, Coast Guard Petty Officer David Marin said his agency had no information indicating the whale had gotten trapped in netting before it was shot.
Environmentalists suggested criminal charges are warranted.
"This is a crime. It's illegal and should be prosecuted," Will Anderson, who fought against Makah whaling on behalf of Friends of the Gray Whale and other groups, told The Times.
The Makah Tribe has more than 1,000 members and is based in Neah Bay.