Malaysia Airlines has said it is investigating a Christmas Day mix-up that sent a plane flying in the wrong direction after it left Auckland, in the latest incident to hit the carrier.

Media reports said that eight minutes into the flight, the pilot of the Airbus A330 asked Auckland air traffic control why the flight had been instructed to head south instead of north to its destination Kuala Lumpur.

The Sun newspaper said the pilot continued his flight across the Tasman Sea before heading northeast to Malaysia's capital.

A Malaysia Airlines spokeswoman told AFP Monday that both flight plans originated from the airline and it was now investigating why they differed.

"Our flight MH132 from Auckland to Kuala Lumpur was given the latest flight plan by the airline's Operations Dispatch Centre whilst Auckland's Air Traffic Control was inadvertently given an earlier flight plan," it said in a statement late Sunday.

It said flight plans are generated based on conditions at the time, covering issues such as weather and route efficiencies.

"The safety of both passengers and crew were never compromised at any time," it added.

The airline is reeling from the loss of two planes, including flight MH370 which disappeared in March last year after inexplicably deviating from its Kuala Lumpur-Beijing flight path with 239 passengers and crew aboard.

Malaysia earlier this year confirmed that a wing part found on the French island of La Reunion in the Indian Ocean was from the plane, but no further wreckage has been found despite an intensive Australian-led oceanic search.

The airline's disastrous 2014 also saw flight MH17 blown out of the sky by a ground-to-air missile over Ukraine, killing all 298 people aboard.

Last year's tragedies were the final straw for an airline that analysts say had been poorly managed for years, slipping further into the red.

In June Malaysia Airlines new CEO, Christoph Mueller, outlined plans to stabilise the carrier including 6,000 job cuts.