An investigation is underway after two children broke out of an early childhood centre in Palmerston North.

The pair left the Cubby House's playground by unlatching the bolts of a gate into the car park and wandered across Pioneer Highway, a four-lane road.

They were found in the car park of a shopping centre 300 metres down the road.

The Ministry of Education has launched an investigation.

Spokesperson Katrina Casey said they've met with the centre as part of the investigation, and it's taking the incident seriously.

She said it's already made some immediate changes to its practice.