The Serious Fraud Office has commenced investigations into donations made in relation to the Auckland and Christchurch mayoral elections.

The SFO in statements released last month confirmed it had separate referrals from police in relation to Auckland Mayor Phil Goff's election expenses and Christchurch Mayor Lianne Dalziel's expenses.

Today, it confirmed official probes had began.

A spokesperson for Goff's Mayoral campaign said there has been "no communication" from the SFO about launching an investigation.

"They are yet to contact make contact with any details of an investigation. We will not be making any further comment until we have been contacted about this."

Earlier, Goff said: "I've got nothing to hide. We've kept, to the best of our knowledge, within all of the rules.

"The SFO haven't contacted me - I've got no idea what it's about."

During last year's local body elections a formal complaint was laid over the 2016 election expense declaration filed by Goff.

The complaint related to the 2016 declaration of cash donations from fundraising auctions of $366,115. It is not known if this complaint is directly related to the SFO probe.

In relation to Dalziel's expenses, in December, the Christchurch City Council's electoral officer was asked to investigate why she had only revealed the identity of six people who each donated more than $1500 to her campaign. They donated through an auction her husband ran. She only declared the total amount that came from him.

Dalziel blamed her husband for the lack of transparency, saying he had believed the donors who gave more than $1500 did not need to be declared, and she had acted on his advice.