The Canada Revenue Agency (CRA) says an encrypted DVD containing tax information of approximately 28,000 Yukon taxpayers, has been lost by a courier company.

The CRA issued a news release late Friday afternoon saying it had been notified of the loss, but did not say when it happened. The DVD had been sent by registered courier service and was destined for the Government of Yukon.

Yukon's total population in 2016 was 37,642.

"At this time, there is no indication that the data has been accessed or used," the release says.

"And given the strong security measures in place, the risk is thought to be very low that the taxpayers' information would be compromised even if an unauthorized individual were to gain possession of the DVD."

The CRA says the information, which is from Yukon in the 2014 tax filing year, is encrypted using an "accredited encryption module," approved by the Communications Security Establishment for use on information of this nature.

The courier service has launched a search for the missing disc, and the CRA has notified Canada's privacy commissioner.

Yukon MP Larry Bagnell said he's surprised that a courier company "would lose something that should be so secure."

Bagnell also suggested that, in future, he could offer his own delivery service.

"I go every week to Ottawa," he said. "I was thinking I could just take it."

The CRA says people affected by the loss will be notified by mail. Anyone with questions can also call the CRA at 1-866-426-1527, Monday to Friday, between 9 a.m. and 5 p.m. PT.