Horan, who was on holiday in the Gold Coast, yesterday said he "wouldn't have a clue" where the investigation is at.
"It just goes on and on and on," he said. "I've been asking the police to hurry up. It's vexatious. I want to know why they're wasting time. It's not getting in the way for me."
Horan denies the allegations and said he looked forward to clearing his name. Peters kicked Horan out of NZ First when news of the allegations broke last year. Horan became an independent MP and will stand in the September election.
Relations have been frosty between the pair in past weeks, with heated barbs flying in Parliament.
"All I've done is stand up against a bully. He's the one who has resorted to name-calling," said Horan yesterday.
Horan has made a series of allegations against his former NZ First colleagues, including:
• Peters' failure to declare a stake in a racehorse on his pecuniary interests file.
• NZ First used about $20,000 from its taxpayer-funded leader's budget to buy the Vanguard "constituent management software". Horan claims Vanguard is used to seek memberships and donations, which is against Parliament's rules.
• NZ First staff who are paid by Parliamentary Service are running the software, which is also against Parliament's rules.