NZ First leader Winston Peters has asked his party's president to prepare a police complaint over a "massive breach" of party information. 

"Ongoing media stories using as their source stolen information are designed to skew an even political playing field," said a press statement from Peters' office, issued Sunday afternoon. 

NZ First has in recent months been subject to questions over what appears to be undeclared electoral donations and party spending. 

In November, the Electoral Commission said it would investigate the party's electoral returns.

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On Sunday, Peters said NZ First had been "sensitive to the circumstances surrounding the theft of party information but can no longer tolerate the mendacious attacks against the party and its supporters".

He last week told media he was unaware of when the Electoral Commission probe would end.

Prime Minister Jacinda Ardern, at the Big Gay Out in Auckland on Sunday, would not be drawn on the NZ First's planned police complaint.

Peters has previously vowed to complain to the police over leaks of NZ First information. 

In October, databases that contained the personal details oof NZ First members were sent to Stuff, along with other media outlets, and MPs Simon Bridges, Paula Bennett, and David Seymour.

"This is a serious breach and as such is being reported to the police and the Privacy Commissioner," Peters said at the time.