The remains of New Zealanders who lost their lives during conflicts in Vietnam and Malaysia will not be brought home, Prime Minister John Key says.

Thirty-six Kiwi soldiers were buried in Malaysia after they were killed in the Malayan Emergency and Vietnam War conflicts, and some of their families have called for their remains to be brought back to New Zealand.

The Australian Government has moved to repatriate some of its war dead, but Mr Key said New Zealand would not do the same.

"On balance, I think it is the right decision, and one that successive governments have adopted, to leave people primarily in these graveyards in Malaysia," Mr Key told reporters in Hanoi last night.

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Veterans' Affairs Minister Craig Foss had visited the Malaysian graves and reported they were being cared for in a respectful manner, Mr Key said.

From 1948 to 1967, when a New Zealand soldier was killed while serving overseas they were buried in the nearest suitable Commonwealth or allied forces cemetery.

Mr Key acknowledged the issue was highly sensitive, but said it was complicated by differing views among families.

"It is a very delicate issue, and there is quite a range of views from families. Some families want their loved ones to lay where they are currently buried. Others do want to bring them home."

Asked why the decision could not be made simply on what each family wanted, Mr Key said changing the policy could lead to people who had lost relatives in other conflicts wanting similar action.

"You could take a broader view of that, there may be people who would want to go a long way back...we have an awful large number of New Zealanders buried overseas.

"It is difficult. And I fully accept it is very raw for certain individuals, but I think, on balance, it is right to continue with the policy."