On its travel advice section of the website, officials quote New Zealand police advice to "be extra vigilant".
Across the border in Canada, the risk level also remains unchanged but officials ask travellers to "follow the instructions of local authorities" and to "monitor local media, including social media".
Australia's advice to its travellers in New Zealand was to: "exercise common sense and look out for suspicious behaviour, as you would in Australia".
But, like Canada, officials urged travellers to follow the advice of local authorities and monitor media for the latest updates.
The Ministry of Foreign Affairs and Trade (Mfat) is not aware of any Government which has changed its official advice to its citizens travelling to New Zealand, in light of Friday's attacks.
However, it is working to get more information.
Meanwhile, the advice for New Zealanders travelling has been changed to warn them to be careful of how people overseas might react to the mosque shootings in Christchurch.
"The terrorist attacks in Christchurch on 15 March, which were motivated by extreme right-wing ideology, have attracted global attention and strong international condemnation.
"International reactions to those events are difficult to predict and may change at short notice."
Mfat said New Zealanders should "use common sense, exercise caution and be vigilant."
"They should look out for and report suspicious behaviour, as they would in New Zealand.
"New Zealanders should continue to monitor the media and other sources for information about possible new safety or security threats, and follow the advice of local authorities.
New Zealanders should also continue to avoid demonstrations and protests, as they can turn violent."
Reaction has been particularly strong in countries such as Turkey where President Recep Tayyip Erdoğan has used some footage of the attack in a televised election campaign rally to highlight and speak out against Islamophobia.
Turkey is also investigating why the alleged terrorist was visiting Turkey in the recent past.
That could have ramifications on New Zealanders and Australians preparing to travel to Gallipoli to mark Anzac Day, although no specific advice has been issued on that as yet.
Turkey's Vice President Fuat Oktay and Minister of Foreign Affairs Mevlüt Çavuşoğlu are in Christchurch, visiting the three injured in hospital who are from Turkey.
Oktay told Sky News the attack was unexpected and he had come to show support for the Muslim community and New Zealand.
"This is something we never expected would have happened in this part of the world. It has shown that terror and terrorists have no religion, no geography and no differentiation at all when it comes to attacking innocent people."
Çavuşoğlu said he had met with Foreign Minister Winston Peters.