UPDATED 10.45am: A Malaysia Airlines flight from Auckland is the subject of a safety probe, after the pilot radioed air traffic control to ask for directions.

The plane was only eight minutes into its flight to Kuala Lumpur the pilot called controllers saying the Airbus A330 was heading further south than he'd expected.

It was on a track towards Melbourne, rather than a more direct path to the Malaysian capital.

The control centre has confirmed it directed the pilot according to a flight plan filed by Malaysia Airlines.

Although there were no apparent safety concerns, Airways has confirmed it's investigating.

An aviation expert says a pilot did everything right. Peter Clark says flight plans are filed by the airline, and pilots enter the details it into the aircraft's computer.

"There was no error, he was just flying a southerly track which does happen at this time of year, where that happens in the Northern part of Australia and up through that region," he said.

"I actually take my hat off to the pilot. He queried why he was going so far South, he didn't blindly fly along and not check."  

Passengers on the Christmas Day flight were unaware of the confusion.

Last year, 577 crew and passengers lost their lives on two separate Malaysia Airlines flights. Flight MH370 disappeared between Kuala Lumpur and Beijing for unknown reasons in March and MH17 was shot down by a Russian-made missile over Ukraine in July.