"As this is an employment matter ... Corrections is unable to provide any further information at this stage,'' he said.
"Corrections demands a high standard of conduct from all employees and staff are expected to maintain professional boundaries.
"We take any allegations of wrongdoing very seriously.''
Corrections Association of New Zealand president Alan Whitley said the woman was a part of the association and it would represent her during the investigation.
He would not comment specifically on what might have taken place and could not say whether the woman would lose her job.
"The investigation needs to run its due course,'' Mr Whitley said.
Relationships of this kind were uncommon in prisons, he said.
"Unfortunately, from time to time it happens.
"It's professional boundaries and it's one that we [shouldn't] cross,'' Mr Whitley said.
Police were not involved in the investigation.
The revelation comes less than a month after another OCF prison guard was suspended while an investigation took place into "excessive use of force'' against a prisoner.
Corrections did not respond yesterday to a query about the outcome of that investigation.