The software giant said it experienced a "security intrusion" similar to those suffered by social media site Facebook and technology company Apple earlier this month.
In a blog posted on its website, Microsoft insisted that there was no evidence of customer data being taken.
It said a small number of computers, including some of its Apple Mac computers – which are reputed to be targeted less by viruses compared to Windows computers.
Matt Thomlinson, general manager of Microsoft's trustworthy computing security team, said: "This type of cyberattack is no surprise to Microsoft and other companies that must grapple with determined and persistent adversaries."
Last week Apple announced it had been hit by malicious software, known as malware, which took advantage of a vulnerability in a Java program used as a plug in for web browsing programs."
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