"Leave is our best bet to make the Commonwealth and the institutions we share strong and enduring."
But Green Party co-leader James Shaw said he would prefer a "remain" vote, as "the EU is generally a force for good in the world".
Act leader David Seymour contended bureaucracy of the EU had achieved very little and economic links would recover quickly following an exit and Kiwis' access to the UK could improve if migration from Europe was reduced.
Mr Key, who has said he would prefer it if the UK stayed in the EU, said that Britain would be unlikely to open its doors further to Kiwis if it leaves the EU.
Labour leader Andrew Little said Britain was one of New Zealand's biggest allies in the EU that would be lost if Brexit won.
A spokeswoman for Maori Party co-leader Marama Fox said her preference was for Britain to leave.
Where they stand
Remain
John Key, National.
Andrew Little, Labour.
James Shaw, Green Party.
Peter Dunne, United Future.
Leave
Winston Peters, NZ First.
David Seymour, Act.
Marama Fox, Maori Party.