"The New Zealand Consulate-General is in contact with the local authorities. There are no indications at this stage that any New Zealanders have been caught up in the incident," he said.
"New Zealanders who require consular assistance are advised to contact the New Zealand Consulate-General in Los Angeles: +1 310 566 6555."
New Zealanders were also advised to monitor the media, follow any instructions issued by the local authorties and to let their families in New Zealand know they're ok.
MFAT has not advised against travel to Las Vegas or the United States, although its SafeTravel website warns there is "some risk to your security in the United States due to the threat from terrorism".
"Be aware of your surroundings in public places such as shopping malls, markets, monuments, tourist destinations, demonstrations, large gatherings and on public transport," it reads.
It also warns of a higher incidence of violent crime and firearm possession than in New Zealand.
The death toll currently stands at 59, with more than 500 people injured during the shooting.
Las Vegas mayor Carolyn Goodman described the gunman, 64-year-old Stephen Paddock, as a "crazed lunatic full of hate". Paddock, who shot and killed himself as police entered the hotel room where he was holed up, acted alone and his motives are not yet known.
The death toll makes the attack the deadliest mass shooting in US history, eclipsing last year's massacre of 49 people at an Orlando nightclub.