It is not known when they plan to leave Australia.
A spokesman for Immigration Minister Nathan Guy said Immigration New Zealand had been told by Australian authorities that a yacht carrying 10 people was escorted into Darwin following a call for assistance.
"It is understood the yacht may have been bound for New Zealand but Immigration New Zealand is currently working with the Australian authorities to find out more about the situation.
"Both New Zealand and Australian authorities would be extremely concerned for the safety of the passengers should they attempt what would be a very hazardous voyage to New Zealand.''
A lawyer specialising in human rights and asylum issues, Deborah Manning told Radio New Zealand there was two ways to become a refugee in New Zealand.
"The first way is to enter as a pre-approved quota refugee after being mandated by the UN, which they haven't been, and the second way is to apply for refugee status or asylum at the border or after arrival.''
So when, and if, the yacht arrived in New Zealand the group would still have to apply for asylum and go though the process of having their case determined, she said.
"Falun Gong practitioners are a highly persecuted group by the Chinese authorities. So if they were genuine practitioners under international human right law they have the right to seek asylum, and if they are at risk of serious harm back in China they should be entitled to protection under the refugee convention or the other human rights ventures New Zealand have signed up to.''