The first four episodes were sent to members of the media, to write about episodes in advance.
"Sadly, it seems the leaked four episodes of the upcoming season of Game of Thrones originated from within a group approved by HBO to receive them," the network said in a statement.
"We're actively assessing how this breach occurred."
CBC Arts reporter Eli Glasner was one of many journalists who received screening copies of the first four episodes on DVD.
"I don't think this leak will affect the popularity of Game of Thrones in the short term," said Glasner.
"Fact is the newest season … starts off slowly, with lots of time spent introducing new storylines and characters. If anything the leak will just whet the appetite of fans and leave them wanting more."
But Glasner warns this could be a game changer for how networks deal with critics going forward.
"Long term it could lead to further security measures when sharing material with critics," he said.
"Most studios are moving to online web-based screeners instead of DVDs, an unfortunate trade off that sacrifices picture quality for extra security."
Game of Thrones was one of the most pirated TV shows of 2014.
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