The Office of the Privacy Commissioner says it is working with New Zealand Police to ensure they are taking steps to protect the personal information they hold.
This follows advice from the Police that a data breach on the web page used to collect gun owners' details had revealed names, addresses, dates of birth, and bank account numbers.
The Privacy Commissioner says the latest information it has received is that there are limited numbers of people affcted by the incident. It says Police will be contacting those individuals directly.
"The Privacy Commissioner’s Office can investigate complaints from people who have been affected," it says.
"We are receiving high numbers of enquiries and complaints from people who are concerned about this issue. We will respond to each of these, but because of the numbers we are receiving, the response may not be immediate. Please do not lodge a complaint if you have not been directly affected."
The Office says some enquirers have asked if the Commissioner will launch an inquiry into the event.
"We would only make a decision to undertake such an inquiry after we had a fuller understanding of the event and the surrounding circumstances. We are not yet at that point. Our focus at this point in time is on responding to people who have been directly affected and to ensure that those people have the assistance they require."