The NZ consulate was one of at least seven global consulates evacuated after multiple suspicious packages were found, in what officials labelled a "hazardous material" event.
"The circumstances surrounding the incidents are being investigated", said the Australian Federal Police.
It is unclear what embassies in Canberra were affected.
Suspicious packages were found at seven foreign consulates in Melbourne and the capital territory in Australia on January 9, according to reports.
The Vic Emergency website lists more than 10 "hazardous material" events occurring across Melbourne, which began unfolding from about 1pm.
The US consulate in the city said it also received a "suspicious" package, which a spokesperson said was handled in coordination with the Melbourne Fire Brigade and the Australian Federal Police, who were "investigating the incident".
Australian Associated Press reported staff at the consulate general of India were evacuated from the building for about 40 minutesand ordered not to talk to media, while reporters outside the consulate general of the Republic of Korea reported seeing at least one person in a hazmat suit enter the building.
The Indian and United States consulates on St Kilda Road as well as the British, Swiss and German diplomatic mission are believed to have been targeted.
"Staff were evacuated from the Consulate as a precautionary measure", a spokesperson said.
In a statement, Victoria Police said they were aware that "a number" of consulate offices had received suspicious packages.
Emergency services were first alerted to the packages in the Melbourne locations about 12.30pm.
A firefighter is seen carrying a hazardous material bag into the South Korean consulate in Melbourne.
"We are assisting at a number of embassies across Melbourne", she said.
The discovery of suspicious substances at the Argentinian consulate in Sydney prompted a large scale emergency response just two days ago.