Morrisons has confirmed that one of its employees has been arrested following the theft last Thursday of payroll data covering the majority of its staff.
The Bradford-based supermarket chain said it would continue to work with the police following the arrest.
The details of about 100,000 employees are understood to have been stolen.
The information, which includes bank account details, was published online and sent on a disc to a newspaper, according to the firm.
Morrisons said it had immediately ensured the information was taken off the website and that staff would not be "financially disadvantaged" by the data theft.
In an effort to reassure shoppers, it also said there had been no loss of customer data.
The criminal inquiry into the theft is being led by West Yorkshire Police.
The firm is also undertaking an urgent review of its internal data security systems and has set up a helpline for its staff.
Morrisons has told UK banks about the data loss and is working with them to help colleagues protect their accounts.
The company found out about the theft on Thursday, just after it had reported a £176m loss and warned that profits in the coming year would be less than £375m, about half the level of last year's.