Ms Gwyn's investigation was in response to allegations of a dirty tricks campaign involving Slater, run from Mr Key's office, made in Nicky Hager's book Dirty Politics.
Yesterday, Mr Key said: "In the time since the release of Nicky Hager's book I have never proactively rung or texted Cameron Slater. What I can say is that on a small handful of occasions he's sent me unsolicited texts. I've either not responded to those or I've courteously responded. So in principle I haven't engaged in a dialogue with him."
However, the Monday night text exchange touches on a number of issues, including Slater's belief Mr Goff leaked Ms Gwyn's report, that Labour chief of staff Matt McCarten was involved in hacking Slater's emails and that Labour had plotted against Slater's life.
Mr Key said he'd given Slater his new cellphone number.
He also said he phoned Slater on Wednesday to confirm his recollection of what they discussed in their text exchange.
Labour leader Andrew Little said "The guy cannot tell a straight story.
"It's time to say game over, John. Front up, admit the truth, tell New Zealanders, say sorry and we'll all move on."
Meanwhile, Slater yesterday quickly backtracked on his claim of a plot against his life by Labour.
He told 3News the plot was "to increase the pressure on me ... ".
"People that were associated with the Labour party ... have been involved in that."
Mr Little dismissed that as "fantasyland stuff".