This is the second fatal incident involving young children and a firearm that the CIB have attended and investigated in the last three years.
In July 2009 Triston Papanui, 11, died after his cousin, who was 12, shot him after a minor argument.
The cousin, and his father, who both have permanent name suppression, pleaded guilty over the incident, the boy for manslaughter and his father for perverting the course of justice.
The grandmother of the boy said the family were in the dark about what led to his death.
Helena Raukawa, who did not want the name of her grandson released, said the boy's parents had been delayed in leaving the Waikura Valley by police investigating the death.
Ms Raukawa said she had been told of her grandson's death late Tuesday evening.
"They haven't told us very much, just that he was dead,'' she said as she choked back tears.
"We haven't seen them, they're not letting them [leave] yet.''
Detectives were yesterday at Te Kumi Station interviewing people and examining the scene where the 10-year-old died.
The Gisborne family of shearers worked on several stations in the region but had only been at Te Kumi Station for a few days.
Ken McLanachan, who owns Te Kumi Station, said the boy's parents were believed to have been working on a neighbouring property when the youngster was killed.
Two friends, both of a similar age, were with the boy when he died.
The pair ran back to the workers' quarters where the family was living and alerted adults to call 111.
"It's pretty tough. I know they'll be just devastated,'' Mr McLanachan said.
Richard Joplin, a friend and neighbour, said the family would probably never return to the station.
Mr Joplin, who lives on the neighbouring Mohau Station, said the family planned to return to relatives in Gisborne as soon as possible.
"They're all in shock at the moment,'' he said.