The company says its network was taken offline following an “illegal and unauthorized intrusion” that compromised its PlayStation Network and Qriocity services.
The company admitted that personal information including name, address, email address, birth date, passwords and login details as well as could have been stolen by hackers.
The company also admitted that it credit card details could also be at risk.
Sony is advising users to “remain vigilant”, check bank statements, change online passwords and “be especially aware” of email, telephone, and postal mail scams that ask for personal information.
Sony says it has tasked an external security firm to investigate the data breach and rebuild its system to enhance its security.
In an official statement Sony Network Entertainment and Sony Computer Entertainment Teams said: “We thank you for your patience as we complete our investigation of this incident, and we regret any inconvenience. Sony takes information protection very seriously and will continue to work to ensure that additional measures are taken to protect personally identifiable information.
“Providing quality and secure entertainment services to our customers is our utmost priority.”