New Zealand police are defending their response after reports of a possible sighting of missing British girl Madeline McCann in a Dunedin shop.

Madeline was four-years-old when she disappeared from her family's holiday apartment in Praia da Luz in Portugal in July 2008 while her parents dined at a restaurant less than 100m away.

A massive worldwide search for her was mounted but with no success.

However, it has just been revealed she may have been seen by a security guard at a Dunedin supermarket in December 2008, but the information was disregarded.

A 2000-page dossier from Portugal police contained a series of sightings from around the world - including CCTV footage from the Dunedin supermarket of a child resembling Madeleine - which were never investigated, Britain's Daily Mail reported today.

The Dunedin footage showed a girl "very like" Madeleine being led into a supermarket by a "portly man in shorts", The man's behaviour aroused the suspicions of a security guard who approached the girl to establish whether she was British.

Although the girl said her name was Hailey, the security guard was convinced the girl was Madeleine and reported the incident to police.

Dunedin police today confirmed they had received the information from the security guard.

Acting Southern District Commander, Inspector David Campbell, said police spoke with the woman to establish what had been seen.

A report was filed and police gathered security footage of the child, who had the appearance of Madeleine McCann, and the family with her, Mr Campbell said.

Police could not get any other information to help with the inquiry.

The file was then forwarded to Interpol, Mr Campbell said.

"The lead jurisdiction, in this case, Portugal, directs how the case progresses and has not asked NZ Police for any follow-up to date."

The file has remained open ever since, Mr Campbell said.

Madeleine's parents Gerry and Kate were reported to be "gutted" and "incensed" that their private investigators were not given access to the information, The Daily Mail reported

"There are instances where information which we think is very credible and worthy of information has not been actioned," Mrs McCann said.

Information that police forces in the United States, Europe and North Africa considered important was also discarded, the dossier revealed.