New Zealand on Monday said it was assessing Commonwealth Games security in New Delhi after a tourist shooting, as its athletes were warned to hide in the bathroom if a terror attack occurs.

New Zealand assessing security after Delhi attack

New Zealand on Monday said it was assessing Commonwealth Games security in New Delhi after a tourist shooting, as its athletes were warned to hide in the bathroom if a terror attack occurs.

The Commonwealth team is due to arrive in the Indian capital in only five days but the New Zealand Olympic Committee, which is responsible for its safety, is yet to confirm its athletes will attend the Games.

The NZOC said it was seeking more information about Sunday's attack on a tourist bus outside a mosque in the host city, when an unknown gunman opened fire with a sub-machine gun, injuring two Taiwanese nationals.

Prime Minister John Key said the government was taking the attack seriously and was working to update the NZOC on the security situation in Delhi.

"We are providing the best advice we can to the New Zealand Olympic Committee who have to make that decision by September 24 whether to travel to Delhi or not," he said.

"One always takes these things seriously but we are also very hopeful that the Commonwealth Games will proceed, that New Zealand will go and do very well," he told reporters.

It comes as Australia Monday said there was a "high risk of terrorism" during the Games, in a strongly worded warning.

"There is a high risk of terrorist attack in New Delhi," said the updated travel bulletin from Australia's foreign department.

New Zealand Federation of Athletes manager Rob Nichol said it was too early to say whether the team should abandon plans to attend the Games.

"It's definitely concerning, but it's not something that should necessarily result in a 180-degree shift," he told Radio New Zealand.

Nichol confirmed the NZOC had provided athletes with detailed security instructions, including taking shelter in their bathrooms in the Games village if an attack occurred or security is breached.

The advice said a code "black" was a worst case scenario, the Sunday News reported, telling athletes: "Lock down. Stay in the village, hide in your bathroom, get your shoes, clothes and water ready."

It also said the New Zealand government had developed an evacuation plan if the team needed to be withdrawn and revealed all vehicles containing Kiwi athletes would carry armed Indian commandos, the newspaper reported.

Nichol said issuing security information to athletes was standard practice before major events but was unable to say whether such detailed advice about what to do in the event of an attack had been given previously.

"The reality is that Delhi and India are at high risk of terrorist attack and the Commonwealth Games are going to be held there," he said.

"Ultimately if the athletes are going to go and the Games are going to go ahead, you have to have security measures in place... that can cater for a worst-case scenario."

Commonwealth Games organisers on Sunday insisted the event, to be held from October 3-14, would be "safe and secure".

New Zealand's athletes are scheduled to arrive on September 25.