The Defence Force says 94 staff across the whole military are on leave without pay, and it does not know many may be in Ukraine.
It said it has begun contacting all soldiers on leave without pay to remind them they cannot go to Ukraine.
It comes after NZ Army soldier Dominic Abelen was killed fighting Russian forces while on leave from the army.
Defence Force (NZDF) rules prevented the 28-year-old corporal from going to Ukraine, and he had not told them about his plans.
NZDF said it has begun contacting all soldiers on leave without pay to remind them they cannot go to the country.
It said no personnel had been approved to enter Ukraine, and none had sought approval to do so.
NZDF said it did not independently track the movements of personnel on leave without pay.
"The NZDF are seeking to do what is practicably possible to reach out to personnel who are on leave without pay to advise of their obligations.
"However, this process relies on the individual in being forthcoming with accurate information."
The Ministry of Foreign Affairs and Trade would not say whether Russians had Abelen's body, or what efforts were being made to repatriate him.
It said it did not comment on consular cases for privacy reasons.
Multiple sources have told RNZ they believe his body may be in Russian hands.
In a statement provided to Newshub, the Russian embassy said: "We do not bear any responsibility for the lives of citizens who decided to take part in [what Russia claims are] illegal military activities against its forces in Ukraine.
"Please, don't call Moscow later to help you find out what happened to your citizens."
A further response provided to the news outlet stated: "Any armed activity against Russian military personnel will be cut short immediately, and the armed groups of foreign mercenaries and 'volunteers' will be eliminated."
The Herald sought comment from the Russian embassy this evening but was advised the embassy was closed and to call back Monday.