In short:

St Andrew's Hospital has reported a data breach "affecting a group of individuals".

It says the individuals affected and federal privacy and cyber security agencies have been notified.

SA Premier Peter Malinauskas said he is expecting to be briefed on the breach later on Thursday.

An Adelaide private hospital has notified individuals and cyber security authorities of a data breach of personal information.

In a limited statement, St Andrew's Hospital on Thursday morning confirmed it had been investigating a breach of personal information affecting "a group of individuals".

The precise number of people impacted, and the circumstances around the breach, are currently unknown.

St Andrew's Hospital has been approached for comment by ABC News.

In the statement, the hospital's CEO Angela McCabe said an "investigation into the nature and extent of the incident has now progressed to the point where we can communicate directly with affected individuals, in line with our regulatory obligations".

She said affected individuals were provided information and support as to how they can protect their personal information.

The Office of the Australian Information Commissioner (OAIC) and the Australian Cyber Security Centre have been notified of the breach.

Ms McCabe said the hospital was working with government agencies to "apply additional protective measures, to help detect and prevent suspicious and fraudulent activity".

Under Australia's Privacy Act, entities covered by Notifiable Data Breach scheme are required to report breaches to the OAIC that are likely to result in "serious harm" to affected individuals.

According to the OAIC, information breaches that could carry serious harm can include the exposure of information about a person's health, documents commonly used for identity fraud and financial information.

South Australian Premier Peter Malinauskas said the state government expected to be briefed on the matter later today.

"We expect to be updated on exactly what's occurred here and whether or not things have occurred of a criminal nature that might be subject of the South Australian criminal code," Mr Malinauskas said.

"That will be of interest to us. The cyber security dynamic globally is clearly under challenge and under threat and it will be important that our law enforcement agencies assess the situation."