Nauhria today produced the cheque which he requested from his bank.
It is for $3000 and made out to NZ First. It is dated September 18, 2014, which is two days before the September 20 election.
It was banked at the Whangaparaoa Post Office on September 24.
Peters told the Herald tonight he would not be making any comment on the matter until he had all the facts but that would not be tonight.
But New Zealand First Treasurer Colin Forster told the Herald tonight he had found the entry in the party's books.
Peters' attacks on Nauhria began last week after the latter announced the formation of the People's Party, which may contest the Roskill byelection if Labour MP Phil Goff wins the Auckland mayoralty.
Peters said Nauhria had attended a fundraising event for National at which he unsuccessfully bid $20,000 to host Prime Minister John Key to breakfast.
Nauhria has said that was true but it was some years ago and well before the fundraising dinner he attended with Peters.
Peters also accused him of having "been here five minutes," although Nauhria has been in New Zealand for 44 years.
Nauhria established a precast concrete business which employs 200 people but which his son largely runs.
Nauhria said he arrived in New Zealand in 1972. He knew former Labour Prime Minister David Lange and had donated to Labour in the past.
He had donated $10,000 to him in 1984.
"That's a lot of money in today's terms."
New Zealand First declared that it received eight donations in 2014 between $1500 and $5000. Under disclosure rules it does not have name contributors of less than $15,000.