Police officers cordon off an area near the site of a shooting in central Auckland on Thursday. AFP

Prime Minister Chris Hipkins said the soccer tournament would proceed as planned, adding the shooting appeared to be the actions of an individual and that police were not seeking anyone else in relation to the incident.

"There was no identified political or ideological motivation for the shooting and therefore no national security risk," Hipkins said during a televised media briefing.

There would be no change to New Zealand's security threat level although there would be an increased police presence in the city, he said.

Auckland has welcomed thousands of international players and tourists for the ninth Women's World Cup which is being co-hosted by Australia and New Zealand.

"Obviously we would prefer it not to have started in this way," Hipkins told journalists later in the day.

"It will be acknowledged what happened today at the opening ceremony. And I will be going, it is safe to go and we continue to encourage the whole community to get behind this," he said.

The gunman has not been formally identified but is believed to be a 24-year-old male who was employed at the construction site where the shooting occurred, Police Commissioner Andrew Coster said at a news conference.

He was armed with a pump-action shot gun and moved through a building site shooting. After reaching the upper levels he contained himself within an elevator shaft and fired more shots before being found dead a short time later.

An officer was injured in the shooting, as well as four members of the public.

The gunman was the subject of a sentence of home detention but had an exemption to work at the site.

"The individual is known for primarily family violence history. There is nothing to suggest that he has presented a higher-level risk than was indicated by that history," Coster said.

Soccer teams from New Zealand, Norway, Italy, the US, Vietnam and Portugal were known to be in the city when the shooting occurred.

"FIFA has been informed that this was an isolated incident that was not related to football operations and the opening match tonight at Eden Park will proceed as planned," FIFA said in a statement to Reuters.

"The participating teams in close proximity to this incident are being supported in relation to any impact that may have taken place."

In the two opening World Cup matches on Thursday, Norway plays New Zealand in Auckland while Australia faces Ireland in Sydney.