The work and pensions secretary has said he is "very sorry" for leaving confidential ministerial correspondence on a train.
The Sunday Mirror reported that James Purnell lost the papers on a trip from Macclesfield to London on 4 October.
His spokeswoman said a letter and other documents were "returned safely within three days", adding: "Obviously, James is very sorry for the mistake."
Gordon Brown said he was "concerned" by recent incidents with important data.
He said the Cabinet Office would issue fresh instructions to ministers about how sensitive information should be handled.
High-profile cases
On Sunday it emerged that a computer memory stick, carrying the details of user names and passwords for a key government computer system, was left in a pub car park.
Last week, a civil servant was fined £2,500 for leaving papers on a train.
In that case Richard Jackson admitted negligence and was fined for a breach of the Official Secrets Act after he left classified documents relating to al-Qaeda and Iraq on a train.
Mr Purnell's spokeswoman said he had been working on papers from his ministerial "red box", but had not broken any rules by taking them on a train.
She said there had been "one letter from an MP with the attached correspondence".
The Sunday Mirror said they were from Sir Gerald Kaufman MP and related to one of his constituents. They were picked up by a fellow passenger on the train.
Responding to the incident, the prime minister said Mr Purnell would be "as concerned as me that rules for the future ensure that these things cannot happen".
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