Prime Minister John Key played a round of golf and had a guided tour of Balmoral estate with the Queen at the wheel, while son Max enjoyed a successful grouse hunt with Prince William.

The Key family emerged from Balmoral after two nights and two days of hanging out with the royals early this morning after attending a church service with the Queen and a final lunch in the castle.

Although protocol requires Mr Key to stay tight-lipped about the details of his stay and the other guests, Mr Key did divulge some information about how they spent the weekend.

"It was a truly remarkable and extraordinary experience. They were extremely generous hosts and we had a fantastic weekend. We were invited in as guests in their private family time."

He said the family had enjoyed the various entertainments the Queen's summer estate offered.

"I played golf in the morning, Stephanie went out hiking, Max was part of a shooting party, the Queen drove us around the estate so we had an opportunity to look at all the parts of Balmoral estate."

He said Max had not used the guns on the shoot - although he could shoot he was not accustomed to the firearms being used.

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