New Zealand's Treasury department says it's been hacked after information from the government's upcoming budget ended up in the hands of opposition politicians.

The country's centre-right National Party on Tuesday released what it said were details from the Labour-led government's highly-guarded annual national budget - due to be revealed on Thursday, although it did not disclose the source of the information.

Treasury Secretary Gabriel Makhlouf in the evening announced the department had gathered enough evidence to conclude its systems had been "deliberately and systematically hacked".

The matter had been referred to police. It was being assessed, a police spokeswoman said.

"The Treasury takes the security of all the information it holds extremely seriously," Makhlouf said in a statement.

"It has taken immediate steps today to increase the security of all budget-related information and will be undertaking a full review of information security processed."

Finance Minister Grant Robertson said he had contacted the opposition to request it not release any further information.

The National Party did not immediately reply to requests for comment.

But in a tweet, its leader, Simon Bridges, said the party had "acted entirely appropriately".

"Grant Robertson has falsely smeared us to cover up his and the Treasury's incompetence. When what has occurred is revealed, he will need to resign," Bridges said.

The budget information released through a series of announcements throughout Tuesday included figures of planned funding across a series of government departments.

Robertson earlier said some of the information was correct while other parts weren't.

It came just two days ahead of what the Ardern government has labelled its "Wellbeing Budget", which it says will shake up government budgets by measuring elements of public welfare, such as mental health and child poverty, alongside the usual economic indicators.