"We've not had any reports come through at this stage ... [we] have to assume our people haven't been involved or affected by [the incident]," the spokeswoman said.
The defence spokeswoman said Kiwi troops in the Sinai reported weekly to authorities in New Zealand.
The group of 28 personnel is made up "largely of army soldiers", she said.
"We get weekly updates from them. They do flag these things [incidences like the shootings at peacekeepers] ... but obviously if our people weren't directly involved in it then there's no urgency to pass that information back to New Zealand."
The attack on peacekeeping troops comes days after the start of a military operation in the area against militants suspected of being behind an attack on Egyptian border guards a week ago, which killed 16.
The Defence Force has personnel in the Sinai as part of a peace mission by the New Zealand Contingent Multinational Force and Observers.
The mission is to supervise the implementation of security provisions of the Egyptian-Israel peace treaty.
