He then responded to questions from Letterman about whether New Zealanders liked to be called Kiwis, and about the country's geography.
"You're near Tasmania - is that correct?" Letterman asked, to which Mr Key replied: "Yeah, and sort of Australia."
Letterman asked Mr Key what ocean New Zealand was in and was told the Pacific before the talk show host quipped: "How many years ago did you get on the plane to come here?"
Mr Key replied: "Well, I've aged a lot, yeah."
After some brief banter about the lengthy flight between the two countries, Mr Key delivered a list of the top 10 reasons to visit New Zealand which included the fact that it was "only a convenient 20-hour flight away".
Letterman asked Mr Key, "Do you get mail down there?" and he hit back, "Oh sure, yeah - by pigeon."
The show screened on Prime TV at 6pm last night.
THE TOP 10 ... reasons why you should visit New Zealand (by John Key on the David Letterman Show)
* The Auckland Airport now has a Cinnabon (a chain store specialising in cinnamon rolls and sweet food - in fact it doesn't).
* We have the loosest slot machines in the Pacific Rim.
* Only a convenient 20-hour flight away.
* It's like England without the attitude.
* Down there Leno's on at 9 o'clock (Talk show host and comedian Jay Leno).
* Get the whanau together, stay in a bach, crack open a chilly bin and slap on your jandals.
* Visit in the next 30 days, I'll pick you up at the airport.
* Seventy per cent of our energy is generated through renewable hydropower - look they don't all have to be jokes.
* We drive on the left side of the road - like the British and Lindsay Lohan.
* Unlike most of the world, we still like Americans.