Nobel laureate Aung San Suu Kyi was detained along with other leaders of her National League for Democracy party in early morning raids, the day before the new government was to be formed.
Yesterday afternoon, a Ministry of Foreign Affairs and Trade spokeswoman said the ministry was closely monitoring the situation in Myanmar, and understood Mr Van Thio was not on the current list of officials detained by the military.
It had no further information about his welfare, she said.
A friend of the family, Rev Richard Dawson, of Dunedin's Leith Valley Presbyterian Church, said he understood they were safe.
The church community in Dunedin was very concerned, and was praying for them every day, he said.
The pair were very involved in the church community during their time in New Zealand, he said.
He visited Van Thio and his family in Myanmar this time last year. At that time, he said Van Thio had done a huge amount of work to bring order to the needs of the country.
''To have this happen now on the eve of a new government is a tragedy,'' he said. ''Who knows where this will go?''