The team, who are taking legal action against engineer Ben Hoyle, said on their website (www.mercedesamgf1.com) that internal investigations were ongoing to protect against potential damage to them or others.
Mercedes, whose drivers are triple champion Lewis Hamilton and Germany's Nico Rosberg, said the probe was likely to continue for another two to four months and until they could conclude all confidential information had been recovered.
"The investigation has shown no reason to believe that information has been transferred to Ferrari," the British-based team said.
"Nor have any of the court documents made any allegation regarding any inappropriate conduct by Ferrari."
"Mercedes will continue to protect its interests, including carrying on the legal proceedings against Mr Hoyle, and continue to protect against potential inappropriate transfer of confidential information within the motorsport industry."
Formula One's dominant team said last week they were taking legal action against the High Performance Powertrains (HPP) engineer who had handed in his notice and was due to leave at the end of the year.
HPP design, build and supply the team's power units.
While court documents had indicated Hoyle was intending to join Ferrari, the Italian team denied that was the case and said there was no formal contract between them.
"What he did concerns only him and the company he was working for," a Ferrari spokesman said last week. "We are not involved in this."
Ferrari are Mercedes's closest rivals after making big improvements to their power unit and performance following a dismal 2014 season in which they failed to win a race.
(Reporting by Alan Baldwin, editing by Toby Davis)
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