A senior New South Wales policeman is under investigation by a corruption watchdog over allegations about the misuse of tickets for Sydney's Big Day Out music festival.

The Police Integrity Commission (PIC) is investigating a complaint involving Acting Assistant Commissioner Stuart Wilkins.

It is understood a complaint has been made that the officer gave Big Day Out tickets to his daughter which were meant for plainclothes police working at the event.

A police statement says the officer is on annual leave and will return to his substantive rank as a superintendent.

It says the matter has been referred to the PIC and no further comment will be made.