The breach, which Sony says could include credit card details and addresses, is one of the largest of its kind.
Sony pulled the plug on its PlayStation Network on 20 April after an attack in the preceeding days. It was still offline yesterday.
Furious gamers are now threatening to boycott the firm, which is already reeling from the earthquake that caused chaos in Japan.
Sony has warned members of the PlayStation network to keep an eye on their bank accounts over the coming weeks and advised them to change their passwords and user IDs.
A security breach last month at Epsilon Data Management gave hackers access to customer information from banks including JP Morgan and Citigroup.
Earlier this week Sony announced it will attempt to break into the tablet market with two new devices due out later this year.