While some water parks obtain dolphins legally, others find that obtaining the animals through proper channels takes more time and money than they are willing to invest. As a result, a thriving illegal trade in wild-caught dolphins has emerged in order to meet the demand. Regardless, the capture process is extremely violent. Dolphins are chased to exhaustion by men is speedboats. The hunters separate a few dolphins from the rest of the group, corral them with a net and close off the bottom. In a panic, the dolphins often ram the net in an attempt to escape. Dolphins are often injured or killed during this process; drowning is not uncommon. The U.S. National Marine Fisheries Service acknowledges that the animals acquired for a captive facility represent only a portion of those affected; many more are injured, killed or harassed during the capture process.

Further, the removal of dolphins can be detrimental to the marine ecosystem. In particular, the taking of young females, the preferred catch of swim-with-the-dolphin facilities, can affect the health of wild populations over the long term. In regions like the Caribbean where in-depth population assessments have not been conducted, removing any specimens from the gene pool is ill advised.

Dolphins experience acute stress during capture and transport. Studies suggest that mortality rates increase six-fold after capture and do not abate for 30-45 days. Along with the stress imposed by the situation itself - capture; transport; confinement - dolphins also suffer additional physiological and psychological harm at the hands of inexperienced caretakers.