The National Party has begun its internal investigation into who leaked Simon Bridges' expenses.

It comes after Speaker Trevor Mallard axed his investigation, after receiving a text from someone claiming to be the leaker.

The texter asked for the inquiry not to go ahead, because of concerns for their mental health.

Mallard said details in that message mean it's unlikely the leak came from outside National.

But National leader Simon Bridges isn't so convinced.

His party has now engaged the services of Price Waterhouse Coopers, and Simpson Grierson, to lead the investigation.

It will be funded by the National Leader's Office.