The PSNI is investigating the theft of documents, including a spreadsheet containing the names of more than 200 serving officers and staff in a separate data breach.
The documents, along with a police issue laptop and radio, are believed to have been stolen from a private vehicle in Newtownabbey, north of Belfast, on 6 July.
It comes after the PSNI apologised for compromising the data of all 10,000 of its officers and staff in a data breach that revealed their rank, surname, initial, location and departments online for up to three hours.
The PSNI said in a statement that it is treating the issue "extremely seriously".
"Police are investigating the circumstances surrounding the theft of documents, including a spreadsheet containing the names of over 200 serving officers and staff," Assistant Chief Constable Chris Todd said.
"The documents, along with a police issue laptop and radio, were believed to have been stolen from a private vehicle in the Newtownabbey area on July 6.
"We have contacted the officers and staff concerned to make them aware of the incident and an initial notification has been made to the office of the Information Commissioner regarding the data breach.
"This is an issue we take extremely seriously and as our investigation continues we will keep the Northern Ireland Policing Board and the Information Commissioner's Office updated."
Meanwhile, police officers and staff at the PSNI have been issued with updated personal security advice following yesterday's data breach.
An emergency threat assessment group has also been set up to look at the welfare concerns of PSNI staff.
At a press conference in Belfast last night, Assistant Chief Constable Todd said the surname, initial, the rank or grade, the location and the departments of all current officers had been accidentally published in response to a Freedom of Information (FOI) request.
A statement from the PSNI this afternoon said that a multi-disciplinary group would focus on "immediate support to those with specific circumstances which they believe place them or their families at immediate risk or increased threat of harm".
It will also provide general advice on safety and security.
The PSNI said it has also sought the assistance of an independent adviser to carry out a review of processes to "understand what happened, how it happened and what we can do immediately to prevent such a breach happening in future".
Taoiseach Leo Varadkar said the Irish State has not had any requests for support from the PSNI or Northern Ireland in relation to the data breach but added the Government would "respond favourably" if that did happen.
Mr Varadkar described the data breach as a "matter of real concern".
He said: "Nothing is more important than the safety of people who work for the State, particularly police officers.
"I'm reassured by the fact that there are no home addresses, no phone numbers, no full names, and I am told there is going to be a full investigation."
Assistant Chief Constable Todd said this was an "extremely serious situation" and that it has been declared to be a "critical incident".
"We fully understand the very real concerns being felt by our colleagues and their families and we are working hard to do everything we can to mitigate any risk. We are working with our security partners and organisations to investigate this incident."
He said that Chief Constable Simon Byrne is cutting his family holiday short to return to Northern Ireland, and will be attending tomorrow's special sitting of the Northern Ireland Policing Board.
The PSNI said it will also keep the office of the Information Officer updated as this investigation continues.
Sinn Féin MLA and spokesperson on policing Gerry Kelly said the publication of PSNI data yesterday was a "colossal breach".
Speaking on RTÉ's News at One, Mr Kelly said: "It has been described as unprecedented by many people and to put it in context this is every single member, police officer or staff in the PSNI, so around 10,000 people."
He said he wants to ask why there was no fail-safe to prevent this from happening and whether there could be more essential information out there.
Mr Kelly said: "How could it be human error? Someone was able to press a button and all that information coming out.
"The other question in my head I have to say, if that's what they had there on that system, which was the surname and first initial and their roles in their jobs in the PSNI, is there other information which is much greater and what sort of system is that?
"Of course, the public need to know a lot of this as well. They need to have confidence if they are going forward to join the PSNI and that their information is safe."
Mr Kelly said there are officers working in local communities who are known, but there are also those in intelligence and surveillance work, so they are "dealing with a huge range" and he hopes those affected have received all the information they need.
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Alliance Party leader Naomi Long said the level of data breach was clearly of profound concern, not least to police officers, civilian staff, and their families, who will be feeling incredibly vulnerable and exposed in the days ahead.
Speaking on RTÉ's Morning Ireland, she said it is an unprecedented breach of people's data, their names and the locations they work in.
The former minister for justice in the Stormont Assembly said: "It is probably the most serious data breach that we have seen in some considerable time."
Ms Long said that in some cases the breach could disclose sensitive information about individuals that would not be available in the public domain in terms of their role.
"If they are undercover officers, if they are involved in intelligence operations and so on ... and also PSNI civilian staff who would never expect their information, name, rank to be in the public domain, will also be exposed in this data breach."
Ulster Unionist MLA Mike Nesbitt called for an emergency meeting of the Policing Board.
Speaking on RTÉ's Today with Philip Boucher-Hayes, he said: "They're saying 'this is how it happened' but I'm yet to learn how they found out that it happened, and they moved to correct it."
Mr Nesbitt said the incident will have come as deeply shocking and said the implications are potentially massive.
Additional reporting Laura Hogan
