On Tuesday, detectives working on the case had used a search warrant to enter the home Du Plessis-Allan shares with husband Barry Soper, Newstalk ZB's political editor.
Police took the step of seeking the legal orders after the current affairs programme showed how it was able to obtain a firearm by entering false details on a mail order form, including manufacturing false police details.
Four days after the order was placed with Gun City, Du Plessis-Allan was filmed collecting a .22 rifle at an unidentified delivery address.
Police announced an investigation immediately, and changed the mail order system.
In the wake of the investigation, it emerged there were no known cases of manipulation of the mail order system.
A spokeswoman for TV3 said it could not comment because a police investigation was under way.