The defendant was arrested in nearby Te Atatū Peninsula about an hour and a half later.
Neighbours in Glendene previously told the Herald they heard multiple gunshots followed by screams of a man and a woman.
During the man's first court appearance last month, at Waitakere District Court, two groups of people - including a sobbing woman - filled the public gallery separated by police officers.
Defence lawyer Ron Mansfield QC entered the not guilty plea today on behalf of his client as the defendant stood in the courtroom dock. However, Mansfield suggested the not guilty plea is a formality while he awaits further instructions from his client.
"It doesn't reflect the future course of the proceedings, per se," he said.
At the pair's funeral last month, mourners were told how the father died while trying to save his daughter.
"He died as a hero, saving his beautiful daughter", said a family friend of the man, whose coffin - along with his daughter's - was later carried from the Holy Cross Catholic Church to Enrique Iglesias' best-selling single Hero. "I know she was the light of his eyes."