However, Mr Cunliffe said the photo was between Mr Key and McCaw.
"I have a lot of respect for Richie, he did a great job last night."
Mr Cunliffe said if McCaw was willing, he'd be more than happy to also have a photo taken with him.
He said while the All Blacks were free to take photos with politicians, he hoped the team wasn't being used as a promotional tool for the National party.
"Look, Dan Carter's aim is normally pretty good, but obviously his political kicking boot is off."
The picture was first posted on the Instagram account of All Black Jerome Kaino.
Mr Cunliffe made the comments while at the Chinese Moon Festival in Henderson today during which he said Labour highly valued the Chinese community.
"Hard-working, entrepreneurial, successful, law-abiding, the Chinese community has added so much to the colour, the flavour, the success of New Zealand," he said.
Mr Cunliffe also said that Aroha Ireland, who was taken to Waitangi and given a job by then leader of opposition John Key in 2007, has been failed by the now Prime Minister.
"She's not voting for John Key. John Key has failed her...he's failed a whole generation of young New Zealanders," Mr Cunliffe said.
Aroha, now married and living in Australia, told Fairfax media she had no plans to move back to New Zealand.
"I absolutely believe that I was used as a publicity stunt," she said. "I wouldn't vote for National."