His office said his comments were a reflection of Labour's continued criticism of his bodyguards.
Yesterday Ms King said Mr Key should have reacted with "some leadership and calm in the place".
"What we got was insults ... about whose fault this was. It was so inappropriate and such a shock to me that I responded."
When asked if she was sorry for what she called Mr Key, she said: "I'm sorry for the whole incident in Parliament. Nobody wants to see that."
She didn't buy Mr Key's explanation. "How can I accept that when I saw him right opposite me? ... Why didn't he stay and say it at the time?"
Although the microphones didn't pick up the entire exchange, it's been reported that Mr Key also turned to Gerry Brownlee and said: "And they wonder why I have security."
Speaker Lockwood Smith has confirmed the man was known to security, but wasn't on the list of banned people."I suspect that's why security were quite close to him."