An Iraqi military statement earlier said the camp had been targeted by Katyusha rockets and Sky News reported a missile landed near the camp's gates, wounding a member of the security forces.
No details on damage or other casualties have yet been released.
In a statement, the Defence Force said attacks like those reported on Wednesday were a regular occurrence.
The attack comes after Iran launched a barrage of missiles at two Iraqi military complexes housing US troops last week.
Camp Taji was not the target in those attacks and no New Zealanders were injured.
That was in revenge for the US killing of top Iranian general Qassem Soleimani in a drone strike at Baghdad airport that sharply raised tensions between the two countries.
Prime Minister Jacinda Ardern last year announced New Zealand's mission at Taji – which has involved training Iraqi forces since 2015 - would be wrapping up in June, 2020.
But concerns have been raised about Kiwi troops being caught in the crossfire since the escalation and questions raised about whether the mission would end early.
The training work at the camp was put on hold last week in order to turn attention to defending the base.
While Government ministers say no decisions have been made about an early withdrawal, the Herald understands contingency planning in the event an evacuation was needed began immediately after Soleimani's killing.
