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Since for any \\(A\\in SO( 3) \\) acting on \\(\\mathbb{R}^{3}\\) spanned by \\(\\{ i,j,k\\} \\), \\(( Ai,Aj,Ak) \\) forms another triple of ``standard'' generators of the quaternion division ring, a smooth map \\(u:M\\to N\\) between hyper-K\u00e4hler manifolds that respects the quaternionic structures and is called a quaternionic map, is characterized by the defining property that \\(\\sum_{\\alpha\\beta}A_{\\alpha\\beta}\\mathfrak{I}^{\\beta}\\circ du\\circ J^{\\alpha}=du\\) for some \\(A\\in SO( 3) \\), where \\(du:TM\\to TN\\) is the total derivative and \\(\\{ J^{\\alpha}\\} _{1\\leq\\alpha\\leq3},\\{ \\mathfrak{I}^{\\beta}\\} _{1\\leq\\beta\\leq3}\\) are the automorphism triples defining the quaternionic structures on \\(M,N\\), respectively. Note that to any hyper-K\u00e4hler manifold \\(M\\), there is associated an \\(\\mathbb{S}^{2}\\)-family, called the hyper-K\u00e4hler \\(\\mathbb{S}^{2}\\) of \\(M\\), of complex structures on \\(TM\\), namely, the family of complex structures defined by \\(aI+bJ+cK\\) for all \\(( a,b,c) \\in\\mathbb{S}^{2}\\).  Like a holomorphic map between K\u00e4hler manifolds, a quaternionic map \\(u:M\\to N\\) between hyper-K\u00e4hler manifolds also minimizes the energy functional \\(E( u) :=\\frac{1}{2}\\int_{M}g^{ij}h_{mn} \\partial_{i}u^{m}\\partial_{j} u^{n}\\,dV\\) in its homotopy class and hence is harmonic, where \\(g,h\\) are the Riemannian metrics on \\(M,N\\), respectively. However the authors show that it is not true that every quaternionic map \\(u:M\\to N\\) is a holomorphic map with respect to some suitable complex structures on \\(M,N\\). In fact, they give a necessary and sufficient condition for a quaternionic map \\(u:M\\to N\\) to be a holomorphic map with respect to some complex structures in the hyper-K\u00e4hler \\(\\mathbb{S}^{2}\\) of \\(M\\) and \\(N\\), and provide a concrete example violating this condition. The authors also analyze the structure of the blow-up set of a sequence of quaternionic maps \\(u_{k}\\) from a hyper-K\u00e4hler surface (i.e. a hyper-K\u00e4hler manifold of real dimension four) with uniformly bounded energy \\(E( u_{k}) \\), of which there is always a subsequence converging weakly to a stationary quaternionic map. 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