Moves by police to close a potential loophole in the gun buying rules was a "sensible step", Prime Minister John Key says.

The police tightening of its rules came yesterday, after they launched a criminal investigation into the purchase of a .22 rifle online by MediaWorks journalist Heather du Plessis-Allan using false details online.

A review into the processes around firearms licensing had been looking at online or mail-order firearms buying rules since January.

Today, Mr Key welcomed the police reaction to du Plessis-Allan's TV show sting.

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"At this stage that was a sensible step," he said.

The police review is ongoing.

And further changes cannot be ruled out, Mr Key said.

"We take the use of firearms and the ownership of them very seriously. Primarily because we know tragedies can take place if they are not appropriately handled, stored, used, or if they fall into the wrong hands."

The new rules mean would-be buyers now have to physically take their purchase order into a police station, and present their firearms licence to a police arms officer.

"Once police are satisfied, the form will then be passed to the dealer by police following verification," police said in a statement to NZME News Service yesterday.

"This will negate any need for dealers to cross check details -- though police will be continuing to audit dealers on a regular basis to make sure the system is working appropriately.

"We will also be working with dealers to ensure they are clear about the process."

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However, University of Canterbury criminologist Greg Newbold doubted criminals or gangs would've been exploiting the suspected online loophole.

"The real issue is the number of illegal firearms held in unlicensed hands," he said.

"There's a big underworld trade, with a helluva lot of shotguns, .22s [rifles] and pistols in the hands of people who are unlicensed.

"Heather [du Plessis-Allan] could've bought an illegal firearm much more easily than going through that process."

It came after TV3's Story programme aired a story in which du Plessis-Allan purchased .22 rifle for $300 using a fake name and fake gun licence.

Guncity owner David Tipple has vowed to pursue a private prosecution against the journalist, if police don't go ahead with a prosecution.

"I'm ready for the battle," he said. "She's going down 100 per cent."

- Additional reporting: Kaysha Brownlie of the Hawke's Bay Today