The documents contained names, addresses and other details of firearms licence holders and could serve as a shopping list for criminals eager to get their hands on lawfully obtained weapons.
They were recovered, along with expired police pepper spray, following a search warrant in Mt Albert in May.
Three people have been charged in relation to the alleged burglary.
"Police are extremely disappointed this has happened.
"The public can be assured an investigation is currently under way into how this occurred."
Police have established a dedicated 0800 line for firearms owners who wish to discuss the incident, 0800 462 379 along with the email address Vincent.Support@police.govt.nz
Auckland District Commander Superintendent Karyn Malthus said earlier this month there was no evidence at that stage indicating the involvement of organised criminal groups in the alleged burglary.
"The ongoing criminal investigation is continuing to establish who may have come into contact with the stolen property.
"Police would like to reassure the public that this matter is being taken extremely seriously and the protection of all peoples information of the utmost importance which is why there is a significant ongoing investigation underway."
The Herald asked police whether firearms owners should consider taking additional steps to secure their weapons in view of the breach.
Malthus said: "In general, we always advise firearms license holders to remain vigilant around the security measures they have in place for their firearms."
Firearms owners were asked to contact police if they had any concerns.
The old Vincent St station was formerly the headquarters of Auckland City police before it was ditched for a new premises at College Hill several years ago.
Acting Privacy Commissioner Liz MacPherson said in a statement police would need to conduct an investigation to ascertain the size of the privacy breach.
"Any organisation holding personal information must protect the privacy and mana of the people who entrusted it to them."
MacPherson said while the Privacy Commissioner had not yet received complaints arising from the breach, anyone with concerns about their privacy could contact her office for advice and support.
The breach comes amid an ongoing gang war in Auckland where more than 20 houses have been shot up, some with high-powered rifles.
In this year's budget, police were allocated more than $200 million for the establishment of a new firearms unit.
Police are in the process of establishing a firearms registry, one of the recommendations of a review following the Christchurch mosque terror shootings.
