Prime Minister Jacinda Ardern says everything she knows about the death of Corporal Dominic Abelen has been shared with his family.
Abelen died fighting forces in Ukraine while on leave without pay from the New Zealand Defence Force.
Abelen, 28, served with 2nd/1st Battalion Royal New Zealand Infantry Regiment (RNZIR) based in Burnham and had served with the NZDF for 10 years.
Speaking with AM on Monday Jacinda Ardern said she cannot confirm where Abelen's body is but offered assurances his family is being kept in the loop.
"There is a high level of uncertainty and it is very difficult to confirm. I know as much as the family knows and that's because we've been very careful to pass on everything directly to them," Ardern told AM co-host Ryan Bridge.
The Prime Minister said there are several reasons she cannot reveal many details, one of which is privacy and security and the difficulty in confirming facts.
"The reason for not sharing it is because of course as you can imagine there are privacy and security issues there.
"It's a war zone and we don't have consular support or assistance on the ground. In some circumstances that you might compare this to, we may have partners on the ground who can assist us, but that's not the case here. Of course, those on the ground are Ukrainian troops and Russian troops."
Ardern said she couldn't reveal whether the New Zealand Government had approached the Russian Embassy for support in retrieving Abelen's body, but said regardless they are not expected to be of much help.
"This is a war that is unprovoked and unjustified at the hands of Russia… this is not an area where I would expect they would be at all supportive."
It comes after Ukraine's Ambassador to New Zealand Vasyl Myroshnychenko called Abelen a hero on Friday.
"Ukrainians believe he is a hero and he is a hero. Look someone coming all the way from New Zealand to Ukraine, to fight for Ukraine, he was an inspiration," Myroshnychenko said.
The Ukrainian ambassador also vowed to do what he can to get his body home.
"Especially with the foreign fighters, I'm sure it's at the top of the priority of the Ukrainian government, that's for sure because we value those volunteers who came to fight," he said.
However, Russia took a different view issuing a strongly-worded statement with a deadly warning for any other volunteer soldiers.
"We do not bear any responsibility for the lives of citizens who decided to take part in what Russia claims are illegal military activities against its forces in Ukraine.
"Please, don't call Moscow later to help you find out what happened to your citizens."
And in a further response, Russia warned: "Any armed activity against Russian military personnel will be cut short immediately, and the armed groups of foreign mercenaries and 'volunteers' will be eliminated."
Tributes flowed for Abelen last week after the news of his death broke with former Defence Minister and soldier Ron Mark telling Newshub Late on Thursday he will be remembered as a "fallen warrior".
"I have no doubt that his mates, the woman and the man of the second first battalion will welcome him back in a manner befitting that of a fallen warrior," Mark told Newshub Late host Ingrid Hipkiss.