"Police have now spoken to two women and are comfortable that there is no risk to their safety. The woman who was the subject of the original allegations has left the country of her own volition, Ms Simpson said.
"Auckland City Police can now confirm that there will be no further police enquiries into allegations of Korean sex workers being held against their will in the city."
In the last year, China nationals made up the highest number of prostitutes found working unlawfully in New Zealand followed by those from Hong Kong and Taiwan.
Under the Prostitution Reform Act 2003, only New Zealand citizens and residents can work in the sex industry.
Of the 42 foreign nationals on temporary visas found working as sex workers in the last 12 months, 18 came from China, 14 from Hong Kong, three from Taiwan and one each from Malaysia, Thailand, Fiji, France, Japan, Brazil and South Korea.
Mr Piercey said immigration officers visited hundreds of places of employment, including brothels, each year.
He said the agency's records did not capture the number of temporary visa holders working in the sex industry located by police, who also undertook work in this area.