The Diplomatic Protection Squad (DPS) has blown its budget by $800,000 and Labour is accusing Prime Minister John Key of using his police security officers more than he needs to.

Figures released under the Official Information Act show the DPS budget for the last financial year was $3.98 million but it spent $4.8 million, and $30,000 of that was used to send officers with Mr Key on his summer holiday to Hawaii.

Mr Key told One News he couldn't influence DPS spending.

"I can't say I do want it or I don't want it. The police have a responsibility and they carry out that responsibility without reference to me," he said.

"The DPS doesn't just cover me, they obviously cover the Governor-General and diplomats and visiting dignitaries from overseas."

But Labour MP Pete Hodgson said he thought Mr Key liked having an entourage.

"Protection for the prime minister is a good thing, a reasonable thing, but it needs to be used reasonably and I'm afraid the current prime minister seems to use it mainly for visual effects," he said.

"When Helen Clark went overseas for a private holiday she never took protection and I'm pretty sure Jenny Shipley didn't -- I think John Key enjoys having an entourage."

Police wouldn't discuss the DPS but Police Minister Judith Collins hinted at threats to the prime minister.

"There are threats that are very significant and some which have been quite recent," she said.

"The police are completely in charge of security in relation to the prime minister."

Ms Collins was involved in another revelation tonight -- TV3 News said it had discovered she had spent $11,536 of public money on petrol for her self-drive car since National came to power in 2008.

Like other ministers, Ms Collins can use a chauffeur-driven BMW when she wants to and has a taxpayer-funded self-drive car as well.

Figures on ministerial spending show Ms Collins' petrol bill was about five times as much as other ministers.

She didn't answer questions about whether someone else used the car, which is permitted under the rules.

"All my petrol is within the rules," she said

In comparison, Transport Minister Steven Joyce spent $273, Defence Minister Wayne Mapp $232 and Education Minister Anne Tolley $153.

Dr Mapp said he usually paid for the petrol himself.