A spokesman said this morning the Government was trying to get confirmation of the man's detention and the circumstances around it.
"We're following up as a matter of urgency but at this point we've got no information so we just don't know what the circumstances are," he said.
A Ministry of Foreign Affairs spokeswoman said New Zealand's honorary consul in Pakistan had been informed of the arrest.
The honorary consul was inquiring into the detained man's wellbeing and liaising with the closest New Zealand embassy in the region, which was in Tehran, Iran.
Foreign Minister Murray McCully's spokesman, James Funnell, this afternoon said the time difference was making things difficult.
The top government administrator in Tank, Barkatullah Khan, told Reuters the man told the soldiers who detained him that he was going to South Waziristan to get married.
"He was travelling in a passenger van. He has a beard and was wearing a shalwar kamiz as a disguise," Khan said, referring to a traditional baggy trousers and tunic outfit worn by men.
Western countries are worried that some of their citizens, in particular young men of Pakistani descent, who support the militant cause might travel to northwest Pakistan for militant training and to plot violence.
While some Westerners of Asian descent have been known to travel to Pakistan to join militants, very few Westerners with European roots have been know to have gone there for that purpose.
South Waziristan is one of Pakistan's seven semi-autonomous ethnic Pashtun tribal regions that have long been off-limits for foreigners without special permission and which in recent years have become plagued by militant violence.
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- NZPA
