A spokeswoman for the state government says the file, which included internal government memos on the emissions scandal, was last seen on Friday, October 9.
Anke Poerksen said in an email today that staff discovered the file was missing the following Monday.
Lower Saxony is a minority shareholder in Volkswagen and its governor sits on the company's supervisory board.
Poerksen said staff had been questioned but so far "no concrete results" indicating the whereabouts of the file had emerged.
