"She is at home now safe and sound but obviously like any parent, or anyone who has a loved one in Paris, it is a worrying time," he said on Saturday.
"Obviously we are hugely relieved she is safe and sound but obviously you are always concerned for your children and your family members and this is a time when there is a great deal of uncertainty in Paris. There may potentially still be some of these terrorists at large, so that presents risk."
Mr Key, who had just landed in Darwin on the way to Vietnam, said the he felt "numb" after hearing the news and expected others would too.
"It's a tragic day for the people of France and for any of the families of the victims involved."
"Our hearts go out to those involved and our thoughts are with them and their families," he added.
"It's the time that you always feel that distance between your own family members and somewhat helpless that there is not a hell of a lot you can do."