The checkpoint was used to gain information on those they believed were importing drugs for assisted suicide.
The coroner advised police at the end of August that a death in June he was looking into involved a Class C controlled substance, and that the death had no suspicious circumstances surrounding it.
Police began an investigation into several other deaths which looked like they may involve aiding and abetting suicide, which is illegal and punishable in New Zealand by up to 14 years in prison.
Earlier this month, police stopped seven cars leaving the pro-euthanasia meeting and interviewed about nine people over the following days.
Police insist the checkpoint was not an investigation into pro-euthanasia advocates, but rather an essential part of the case investigation.
"We must fulfil our journey to preserve life, and our obligation to investigate serious offences such as aiding and abetting suicide, regardless of the strength of the feeling of the issue," said Wellington Acting District Commander Paul Basham.
Mr Basham could not say whether the actions of police at the checkpoint were legal or not, simply repeating that officers were acting in good faith to do their job.
Police have taken the rare step of referring themselves to the Independent Police Complaints Authority (IPCA), who will decide whether the actions of police were legal.
The Voluntary Euthanasia Society is calling for an apology and has laid its own complaint with the IPCA.
"I think it is an absolutely extraordinary thing that the police have done in this fishing expedition, because that's essentially what it was," said Society president Maryan Street.
"They've gone beyond the bounds of their responsibility."