Rumours that an Auckland student's death is linked to the Pfizer vaccine are being shut down by the Prime Minister. 

Jacinda Ardern said there have been no deaths to any teenagers in New Zealand related to getting vaccinated and encouraged New Zealanders to continue getting vaccinated.

An unfounded rumour began circulating online on Saturday night that an Auckland Year 13 student had died after receiving the vaccine. 

It gained traction when lawyer and NZ Outdoors Party co-leader Sue Grey - a well-known anti-vaccine activist - posted about it to her followers. 

The post attracted over 1400 comments before it was taken down late this morning but has also been cited overseas.

When asked about the report at the 1pm press conference on Sunday, Ardern quickly denied the rumour.

"All I would say is, those who seek to make those links, I just can't imagine how distressing that would be for family members," Ardern said.

"We've been advised in that particular case that there is no link.

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"If there is information there to be shared, it is reported to us and we proactively share that so I would advise caution on believing some of the information that is shared by those who are ultimately seeking to undermine people's decision around being vaccinated." 

The Prime Minister encouraged people to continue to get vaccinated as it was the best way to protect yourself and "it could literally save your life".

Director-General of Health Dr Ashley Bloomfield said systems were in place for him to be immediately notified if an incident like that occurred. 

"Even if there is a possibility a health professional would notify our system and in those ones where there will be a lot of interest, I get an email on the day and I've had no emails about that," Dr Bloomfield said.

According to the NZ Herald, the principal of a separate school said he understood the death was "due to a suspected heart attack - not COVID".

Ardern announced on Sunday that a second vaccine deal, this time with Denmark, will see Aotearoa receive an extra 500,000 doses of the Pfizer vaccine.

"This will bolster our rollout for the remainder of September where we had some constraint on the amount of supply we had, before the big batches we had on order arrive in October," Ardern explained.

The new agreement comes only a few days after Ardern's announcement that a quarter of a million extra Pfizer doses have been bought from Spain, thanks to a deal with Spanish Prime Minister Pedro Sánchez.

Ardern revealed on Sunday those vaccines are now in the country, while the delivery from Denmark is set to arrive mid-next week.