The dolphins that are captured are either sold into captivity, or slaughtered for their meat.
Japan’s controversial annual dolphin hunt has begun in the coastal town of Taiji.
The hunting season, which is fiercely criticised by animal rights activists around the world, started on Sunday in the town of Wakyama Prefecture and will continue for the next six months.
According to Japanese media, 12 boats left the shore at 5am but returned empty handed later in the day.
The practice sees fishermen drive dolphins into a cove with a net before slaughtering them with knives or sold to aquariums and marine parks.
The controversial hunting method was the subject of the Oscar-winning documentary The Cove in 2009 which has inspired a growing number of activists to visit the town to oppose the practice.
According to environmentalist group The Dolphin Project, five Risso's dolphins were killed on Monday.
Local authorities had feared animal rights activists might attempt to disrupt the hunting season but only a small group gathered at the port on Sunday, according to Kyodo News agency.
The overall quota for the season allows for more than 1,700 animals to be killed or captured.
Japan has also resumed catching whales for profit despite international criticism.
In June, Japan left the International Whaling Commission, paving the way for commercial whaling to resume in the country for the first time in more than three decades.