He refused to name the woman. However it is generally believed she is Kara Hurring's sister Aroha Hurring, 22, of Blenheim.
At a press conference in Rotorua Mr Harvey said the priority was for the couple to return and resolve the matter before the outstanding sum of up to $3.8 million was spent.
He confirmed police did not have an extradition agreement with the country where Gao and Hurring were reported to be but said police were preparing a formal assistance request to the Chinese government.
"The fact that we are taking this step shows how seriously we are taking this investigation."
Beijing-based Superintendent John Doyle was working closely with Interpol on the matter.
Mr Harvey said he was reasonably confident the couple would return to New Zealand.
"They are young people - 29, 30, both with family members still in New Zealand. At some stage they may wish to return to this country...we will be waiting for them on their return."
Mr Harvey said were they to return the charge they were most likely to face would relate to access and use of a computer.
A theft charge would not be applicable as they had not physically handled the money involved.
If a conviction was secured, police would be seeking reparation for the amount mistakenly paid into the account from which it was drawn.
International curiosity in the matter had resulted in what Mr Harvey called a "media bubble".
"The country in which the offending took place is New Zealand.
"Now we have a world-wide audience because a mistake by Westpac has led to this money being withdrawn."
He said police did not consider it necessary to release pictures of the missing pair because they were no longer in New Zealand.
"I urge the pair to reflect on the consequences of what they are doing and make arrangements to come back to New Zealand."
- NZPA