"We are trying to get stronger defence co-operation and that's been going pretty well but we think there's more to do," Mr McCully said.
An obvious example was in the Sinai, where both Fiji and New Zealand took part in peacekeeping.
"There are some areas we can help, with more training there. We have been stepping up training opportunities but we want to do more."
Fiji's Government has said the military equipment provided by Russia is intended for its peacekeepers in areas such as the Sinai and Golan Heights.
Mr McCully appeared to take a pragmatic view when asked if he was concerned about a defence and security relationship between Russia and Fiji.
"The point the Prime Minister and I have both made is that if Fiji is going to play a significant role in UN peacekeeping operations then they have to be able to have modern equipment.
"Ministers here have told me how much there is that could be done to improve the resourcing of those peacekeepers. So in that sort of space I think New Zealand should accept that we're going to see progress."
After Australia and New Zealand suspended relations with Fiji in the wake of the 2006 coup, Mr Bainimarama adopted a 'Look North' policy. He has increasingly built links with countries such as China and Russia.
New Zealand Defence Minister Gerry Brownlee visited Fiji in December 2014 just before announcing the formal resumption of defence ties.
Prime Minister John Key said it was up to Pacific countries to decide on foreign relations but they also had to wear the responsibility of their decisions, especially in areas such as so-called "soft" loans.
He had his first face-to-face meeting with Mr Bainimarama last year at the United Nations in New York and said then that he hoped to make an official visit to Fiji at some point.
Mr McCully said another priority area for working with Fiji was in civil defence and disaster relief in the Pacific.
The two countries had worked together in Vanuatu after last year's cyclone disaster when New Zealand's air force carried Fijian troops.
New Zealand is focused on supporting Fiji's parliamentary institutions after the return of democracy.
Mr McCully also met top officials in trade and employment and discussed helping Fiji with its dairy industry. He said it currently produced 15 per cent of its dairy products and there was potential to develop that.
In December 2014, Fiji was accepted into New Zealand's recognised seasonal employer programme for horticulture and agriculture companies, which takes on workers from the Pacific for a period each year.
