READ MORE: Dame Annette King: Her life in and out of politics
She said she "never dreamed" she would become a dame.
"A little girl from Murchison in the South Island of 600 people, and here today being honoured with this fantastic honour from the Governor-General.
"I'm still getting over it."
Dame Annette is still involved with politics in some ways, including through her role chairing the EQC and other boards.
She is also the chairwoman of the Life Flight Trust of Wellington.
Author Joy Cowley, Peter Dunne, former Reserve Bank Governor Graeme Wheeler, "Bugman" Ruud Kleinpaste, fashion designer Margarita Robinson, peanut butter supremo Pic Picot, broadcasters Lloyd Scott and Phillip Sherry and Māori tourism leader Pania Tyson-Nathan are among the other people who are being honoured at this week's investiture ceremonies at Government House.