NZC said it was "dismayed" that McCullum's testimony to the International Cricket Council (ICC) anti-corruption unit had been leaked to the British media, saying the big-hitting Kiwi skipper was committed to cleaning up the game.
"We can confirm that Brendon is NOT under investigation by the ICC and his testimony has actually been applauded by them," it said in a statement.
"NZC has 100 percent confidence in our captain and his role in tackling corruption."
McCullum reportedly said the former star, player X, whom he described as "a hero who became a friend", offered him up to 107,000 pounds (USD 180,000) to underperform in matches.
The New Zealander, who gained the national captaincy in late 2012 and this year became the first Kiwi to hit a Test triple century, said he was "shell shocked" at the approach and told investigators he had never fixed a match.
"I am sure that he mentioned names to me but I cannot remember, although I seem to think that X mainly mentioned Asian cricketers."
Player X is believed to be the same person who former New Zealand batsman Lou Vincent admitted to the corruption probe that he fixed matches for, it said.
Vincent is believed to have agreed a plea bargain in the hope of avoiding a criminal prosecution for his involvement in and knowledge of spot-fixing in five or more countries between 2008-2012.
He later confirmed he had been approached by bookmakers.