Emergency services, including Volunteer Surf Lifeguards from United North Piha Surf Life Saving Club were called to search for the woman until light failed.
The search resumed at first light today.
MetService said the sea was forecast to become rough today, with a southwest swell rising to three metres for a time.
A Surf Life Saving New Zealand spokeswoman said their thoughts are with the woman's family and friends at this time.
"Surf Life Saving New Zealand's Coastal Safety team is now working with emergency services to conduct an investigation to find out what happened and why," she said.