"And he loves it - it's his girlfriend. I'm sure he'll put it up in his office," Mrs Lazar said.
Mrs Lazar flew from Christchurch and Mrs Cave from London to join the celebrations.
Mr Key revealed little about the Saturday bash, which kept him from the Bledisloe Cup test at Eden Park.
He was seen on Saturday in Parnell with a boxed bottle of alcohol with a large bow tied around it.
About 50 close family and friends attended, he said.
"I told them not to give me gifts [but I got] a few modest ones."
Some political colleagues, including Cabinet minister Steven Joyce, joined the party.
Mr Key said he would celebrate again tonight in Auckland at a birthday dinner with his wife, Bronagh, and children Stephie and Max.
"We'll probably go out for something small to eat. A quiet night."
He said he was expecting a congratulatory phone call from Russian President Dmitry Medvedev today.
Mr Key and Mr Medvedev met during the Asia Pacific Economic Co-operation leaders meeting in Yokohama, Japan, last November.
They sat next to each other at a dinner, during which Mr Key asked the Russian how long it would take for a missile to reach NZ from Moscow.
Mr Medvedev reportedly quipped: "Twenty-two minutes, but I'll ring you beforehand."
