Virgin Media - the entertainment and communications arm of Richard Branson's Virgin Group - has lost an unencrypted computer disc containing the bank account details of 3000 UK customers.
Virgin Media discovered the CD - which also contained names and addresses of customers - was missing on 29 May.
The breach affects customers that signed up to Virgin Media services in Carphone Warehouse stores from January this year.
It is not known why the data was burned onto a CD - a move thought to be at odds with the firm's policy of using secure FTP transfers.
In a statement a Virgin Media spokesperson says: "We have been working with the Information Commissioners' Office on this matter and we are in the process of contacting all of the affected customers to ensure we meet our responsibilities and fully support them through this process."
Virgin Media says it is now conducting a review of its data protection policies and practices.
In April HSBC revealed a CD containing the names, cover levels and dates of birth of around 370,000 UK life assurance customers had gone missing.
However, this case was dwarfed by HM Revenue and Customs' loss last October of computer discs containing the confidential information - including bank account details - of all 25 million child benefit recipients in the UK by HM Revenue and Customs (HMRC).