"It really, really hurt," Jillian said in an interview Monday with ABC's "Good Morning America."
After his initial thought that he might have to dive into the tank to rescue his daughter, a SeaWorld employee offered to help.
Jillian held two dolphin stuffed animals as she recounted the ordeal, saying she hoped the dolphin didn't get sick from eating the paper carton. She's prayed for the animal at night, she said.
SeaWorld officials said in a statement that the safety of their guests is paramount, and they are taking the situation seriously.
"Educators and animal care staff are always on-site at this area, monitoring all interactions and are committed to guest safety," SeaWorld said in the statement.
"Educators and animal care staff were at the attraction when this happened and immediately connected with the family," SeaWorld said. "In addition, a member of our health services team was in the area at Dolphin Cove and quickly responded and treated the young girl."
Copyright 2012 The Associated Press.