The Duqu computer infection was spread with the help of an infected Microsoft Word document, according to a report.
The research says the Trojan exploited a previously unknown vulnerability embedded in Word files, allowing Duqu to modify computers' security protection.
The code is believed to have been designed to gather intelligence from industrial control-systems.
Microsoft says it is preparing a software patch to address the issue.
The Laboratory of Cryptography and Systems Security (Crysys) at Budapest University made the discovery.
"We carefully analysed the available forensics data from the original incident where Duqu was uncovered," Dr Boldizsar Bencsath, who led the investigation, told the BBC.
"We found suspicious files that we further analysed, and in one case, we were able to prove that the file contains the installer of Duqu and it uses a zero-day exploit."
A zero-day exploit is a computer threat that make use of a previously unknown software error to allow the attacker to gain permissions they should not have.
Dr Bencsath added that it is possible that Duqu may also be installed by other means, but he had not found any evidence to suggest it.
Global attackThe news is being publicised by the internet security firm Symantec.
It says that it has confirmed the Duqu infection at six different computer networks belonging to unidentified organisations across a total of eight countries. They include Iran, India, France and Ukraine.
In addition other security firms have reported suspected infections in a further four countries, including the UK.
Duqu has been compared to last year's Stuxnet worm attack, but Symantec says they operate in two distinct ways.
"Stuxnet was about spreading as far and as wide as possible to hunt down systems that could pass on control of industrial organisations - such as nuclear power plants," said Greg Day, Symantec's director of security strategy.
"Duqu has specifically targeted a number of organisations looking to scan across their internal systems, gather intelligence and pass it back out.
"The sort of things it's collecting are design documents and other information that could be the reconnaissance for a further attack."
PatchSo far neither Symantec nor Crysys have been able to trace who is receiving the data. Efforts to address the exploit are ongoing.
"Microsoft is working with our partners to provide protections for a vulnerability used in targeted attempts to infect computers with the Duqu malware," a company statement said.
"We will be providing a security update for customers through our update process."
Experts say these types of focused attacks appear to be on the rise.
Earlier this week Symantec reported that 29 chemicals firms had been targeted by a separate Trojan named PoisonIvy.
"Industrial espionage is the natural evolution from cybercrime," said Mr Day.
"Cybercrime is like pick pocketing. But these latest threats are like great train robberies, where the attackers have taken time to understand the intended victim and have a carefully constructed plan to rob them."
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