The premium cable channel said it is "actively assessing" how the breach occurred, declining Monday to provide further details.
Saturday's piracy occurred the day before "Game of Thrones" returned for its fifth season.
Four of the season's 10 episodes were leaked online to torrent sites. Within an hour, there were reportedly more than 1 million downloads of episode one.
Media critics and reporters are among those who routinely received advance copies of HBO programs. The DVDs are marked with serial numbers to identify the recipients.
The leak comes on the heels of the launch of HBO Now, a stand-alone streaming service for fantasy drama "Game of Thrones" and other HBO fare.