It has been confirmed that a New Zealander was caught up in yesterday's London Underground bombing. 

Prime Minister Bill English told media today that a Kiwi was taken to hospital after receiving burns from the homemade bucket bomb that injured 29 people at Parsons Green station in south London.

Mr English said the New Zealander had received treatment and since been discharged.

"It's great news that the Kiwi caught up in this attack is not seriously injured on the face of it. Officials have yet to talk to the person themselves, but they have spoken to the family."

English said London was a place where the security and police were on high alert all the time and Kiwis who lived there knew the element of risk they took in being somewhere that had become a target.

"I think it's a place that's mastered the art of being on high alert while they go around their daily life. If this turns out to be a calculated terrorist attack of course that would have an impact on people's level of alertness in London."

English ruled out increasing New Zealand security levels.

"No, no, we have seen nothing like that," he said.

Lat night's attack caused panic in London, with commuters on the train describing the incident as a 'fireball'.