A spokesperson for the Race Relations Commissioner declined to elaborate today, saying Devoy "prefers to leave her comments as they are".
In 1988 Devoy walked the length of New Zealand over seven weeks and raised $500,000 for the Muscular Dystrophy Association.
Peters has denied he ever made such "inflammatory remarks" at Devoy.
"I am aghast to read the Human Rights Commissioner's claims. I never told her to 'lose weight', or that she was 'a bit round', or that she should 'walk the length of New Zealand to lose a few kilograms'.
"Dame Susan Devoy's memory is failing her. What I did say, a long time ago prior to her walking the length of New Zealand in 1998, was meant to be a compliment.
"I said that the then-Susan Devoy's sporting skill was of such a level that she could beat the best in the world,. even when she wasn't fit."
There is a history of bad blood between Devoy and Peters.
In 2014 Devoy was harshly critical of Peters making a joke about "two Wongs don't make a right".
The NZ First leader had made the comment at the party's campaign launch when outlining his intention to crack down on foreign ownership of New Zealand land, saying National's claim that Labour had done it as well was not vindication.
"Just because your predecessor did it too does not make your actions sensible. As they say in Beijing, 'two Wongs don't make a right'," he said.
Devoy said at the time that politicians making fun of an entire race of people wasn't new but it was "disappointing and shameful New Zealand political leaders are still doing it in 2014".
