New Zealand First leader Winston Peters has admitted having to pay back a pension overpayment, after being contacted by Newshub.

When contacted on Saturday, Mr Peters initially refused to confirm he had been overpaid the pension since 2010, going as far as to say someone was "seriously misleading you, mate".

"Oh well, you know, you go with your source and see how it looks," he said.

"I'll say it to you one more time real slow... You're not going to get any response from me at all."

But on Sunday night he issued a statement called "A mistake that was fixed," and said not only was he overpaid, but he paid the money back in July this year.

In the statement, Mr Peters said he had applied for pension in 2010 "in the company of [his] partner" and a senior Ministry of Social Development official.

"In July of this year, I was astonished to receive a letter from the ministry to advise there was an error in my superannuation allowance and a request that I meet with them," he said.