Media reports claimed that a 1.4GB trove of documents has been leaked online anonymously.
Among the information reportedly leaked are the bank details of several journalists working for satellite broadcaster Al-Jazeera.
Another folder leaked apparently revealed details of the work of internal and overseas intelligence agencies, according to reports on various publications including the Doha News website.
In a statement posted online, Qatar National Bank refused to say whether the leak had happened, but said it was looking into the claims.
"QNB is further investigating this matter in coordination with all concerned parties."
QNB is one of the largest banks in the Middle East, and earlier this month reported a first quarter seven per cent increase in profits to almost USD 800 million, despite the impact of low global oil prices.