Treasury says confidential budget information publicised by the opposition was the result of hacking.
The police had been informed, Treasury Secretary Gabriel Makhlouf said.
In a statement, Makhlouf said it has gathered evidence to show its systems were "deliberately and systematically hacked".
This morning, the National Party released information they claimed would be announced in the Wellbeing Budget on Thursday.
"The Treasury takes the security of all the information it holds extremely seriously," Makhlouf said.
"It has taken immediate steps today to increase the security of all Budget-related information and will be undertaking a full review of information security processes.
"There is no evidence that any personal information held by the Treasury has been subject to this hacking."
Finance Minister Grant Robertson said the allegations were "extremely serious" and was a matter for the police.
"We have contacted the National Party tonight to request that they do not release any further material, given that the Treasury said they have sufficient evidence that indicates the material is a result of a systematic hack and is now subject to a police investigation," he said.
"What New Zealanders care about are the issues that will be dealt with in the Wellbeing Budget on Thursday, and that is what we continue to be focused on."
The National Party has acted entirely appropriately. @grantrobertson1 has falsely smeared us to cover up his and The Treasury’s incompetence. When what has occurred is revealed, he will need to resign.— Simon Bridges (@simonjbridges) May 28, 2019
But National leader Simon Bridges has responded on Twitter saying the party acted "entirely appropriately".
"Grant Robertson has falsely smeared us to cover up his and the Treasury's incompetence. When what has occurred is revealed, he will need to resign."
Earlier today Robertson told reporters that some of National's numbers were correct - but others were not.
National said the figures were from Budget 2019, but Robertson said what National released was not Budget 2019.
Robertson said the real Budget would be released on Thursday.