"You're going to be here for a very long time."
When asked about his bodyguards, he said he had a team of about 25, which was nothing compared to President Obama, whom he knew "quite well".
The pair once jogged together overseas - with 50 shadowing the President.
"I said to him, you've got more bodyguards than we have army officers."
Mr Key said about four people had threatened to kill him, but he was not worried.
He spoke of his children several times.
"The main price of leadership is you are away from your kids."
At Hawke's Bay Hospital he officially opened its seventh operating theatre.
Head of orthopaedic surgery Stephen Bentall said the $2.5 million theatre would help prevent elective-surgery delays because of more urgent cases.
Video technology would give staff the ability to see projected images of procedures.
Mr Key spoke of the rising cost of "amazing expectations for healthcare", but was impressed the theatre was built on time and under budget.
"Most of the others I open are late and over budget."
He donned antiseptic hat, gown and overshoes for a tour of the theatre as he did for his next visit to nearby Country Culinaire.
Trish Gibson started a dessert business with husband Barrie 12 years ago.
He's 80 now and she is in her mid 70s, yet they have grown their ice cream, pudding, cake and pavlova business by 170 per cent in the last year.
Next stop was ATI Engineering in Hastings where Mr Key sampled beer from the latest version of the WilliamsWarn personal brewing machine.