A spokesman for Goff's campaign confirmed it was not from Key but did not know who had donated it.
He said all donations of more than $1500 would be disclosed as required after the election.
The bottle was not one of Key's own PM's Pinot label, which Key dispenses as gifts and donations for auctions.
Goff is standing as an independent rather than on the Labour ticket but Labour MPs have spent time campaigning with him including Jacinda Ardern and Phil Twyford.
While the Labour Party itself only declared $287,000 in donations last year, Goff's team managed to almost match that in one dinner getting $250,000.
About 350 people attended the dinner for the Chinese community at the Imperial Palace restaurant in Ellerslie where tables sold for $1680 each.
Organised by former Labour MP Raymond Huo, the star lot was a book, The Governance of China, written and signed by Chinese President Xi Jinping. That sold to a phone bidder from China for $150,000.