"However, we are not aware of a visit to Queenstown by a former head of state."
Otago Lakes Central area commander Inspector Olaf Jensen did not respond to an email asking about the operation.
Queenstown, and Arrowtown in particular, have long been a magnet for international figures.
Former United States president Bill Clinton stayed at Millbrook Resort in 1999 after an Apec leaders' meeting in Auckland.
When contacted about this weekend's visit, Teresa Chapman, personal assistant to Millbrook Resort founder Eiichi Ishii, said guests had the "privilege of confidentiality".
Other high profile visitors to the resort in recent years include the Duke and Duchess of Cambridge, who spent a night at Matakauri Lodge in 2014.
American singer Taylor Swift spent several days in the resort in 2015, holidaying with family and filming a music video.