He appealed to Miramar residents to search their property for items such as clothing, footwear or jewellery that was out of place, and to call police if something was found.
There were "numerous" people of interest police were looking at in connection to the killing, he said.
Four members of the police dive squad and two Wellington Maritime Unit staff were searching the area around the Miramar wharf, and were expected to finish the search tomorrow.
Earlier, police released a picture of a knife that was used to kill the 37-year-old mother, in an attempt to find its origins.
It was a 32cm knife with a wooden handle with the word 'CARVER' stamped into the base.
Detective Senior Sergeant John van den Heuvel said while the image of the knife might be upsetting for some, knowing where it came from was key to finding the person responsible for killing Ms Fan.
"The knife could have come from anywhere, so we want people to take a close look at the photo to see if they recognise it."
Ms Fan died from multiple injuries consistent with a violent attack, Mr van den Heuvel said last week.
"It is clear that this was a brutal and vicious attack that has taken the life of a young mother," he said.
A dedicated 0800 number and email address has been established for the inquiry - 0800 348 348 or operationbrussels@police.govt.nz.