A three-month-old killer whale, the last born in captivity at SeaWorld, died on Monday at the company's theme park in San Antonio, Texas.
Kyara's mother, Takara, was pregnant when the company announced it was ending its captive breeding programme.
The Orlando-based company said Kyara had been battling an infection since last week and her cause of death was "likely pneumonia".
SeaWorld says it may take several weeks to conduct a necropsy.
"Kyara had a tremendous impact on the entire zoological team, not to mention all of the guests that had the chance to see her," whale trainer Julie Sigman said in a statement.
"The heart and support that has gone into caring for her throughout Takara's pregnancy until today has been amazing.
"As animal caregivers we dedicate our lives to these animals, and this loss will be felt throughout the entire SeaWorld family."
Kyara had been kept under 24-hour watch at the "Animal Hospital", the park said in a press release, and she had been handfed for several days to "to ensure she received the nutrition she needed".
She had also been separated from her mother, Takara, to avoid risking the spread of disease, said SeaWorld.
But former SeaWorld orca trainer, John Hargrove, who appeared in the anti-SeaWorld documentary BlackFish, tweeted: "What a joke. There is no animal hospital.
"Have people seen the back areas? They don't even allow pics."
No other whales in her pod have shown signs of infection, SeaWorld said, adding that pneumonia is "one of the most common causes of morbidity or illness in whales and dolphins, both in the wild and in aquariums".
People for the Ethical Treatment of Animals released a statement on Monday night, saying: "SeaWorld executives have dollar signs where their eyes should be."
"Forty orcas have now died on SeaWorld's watch," wrote Colleen O'Brien, a spokeswoman for the animal rights group.
She called on the "park to move the remaining animals to seaside sanctuaries before the death toll hits 41".