Mr Locke obtained his SIS file, which reveals that he has been monitored since the age of 11, and up until 2006.
Mr Locke, who entered Parliament in 1999, says the agency was monitoring his work with his constituents, which he regards as interference.
Prime Minister John Key has asked the Inspector-General of Intelligence and Security, Justice Paul Neazor, to review the way the SIS manages its files.
Mr Locke says Mr Key has recongised there is a widespread problem, and he expects changes to come as a result of the review.
But Mr Key says there is a vast difference between having a file and an active investigation.
However, he says he has asked the Inspector-General of Intelligence and Security, Justice Paul Neazor, to review the way the SIS manages its files.
Mr Key said he wanted to reassure himself they are being managed appropriately and that the agency's policies are being adhered to.
However, Maori Party MP and activist Hone Harawira says that he, unlike Mr Locke and Ms Fitzsimmons, will not be seeking a copy of his SIS files.
Mr Harawira says it has been common knowledge within the Maori political movement since the 1970s that the SIS has kept files on its members.