New Zealand chef de mission Peter Wardell said security around the team was already sorted and was unlikely to be changed.
"Over the past three years, but in particular the past 12 months, we've been thinking and planning around security. That's a major part of what we do in the lead-up to the Games."
A New Zealand police officer will travel with the team for security and will act as a liaison with Russian authorities. Another officer from the United Kingdom has also been assigned to the Kiwi team. And the New Zealand, Australian, Canadian, US and UK police have a sharing arrangement to protect their charges, Mr Wardell said.
The bombings came with the territory of hosting a major event in Russia, he said.
"No one likes these things but they're not entirely unexpected. The Russians are used to these sorts of threats. They live with it every day.
"You imagine that this is what the terrorist organisations will be trying to do, grabbing the headlines," he said.
"It doesn't change anything. In Sochi, the security will be so intense that it's virtually impossible they'll get anywhere near it."
The New Zealand Olympic Committee had been assured that the Olympic village and the city would be completely secure. One month before the event's kicking off, the city was essentially locked down and swept, Mr Wardell said.
All athletes would be flown in directly to Sochi on charter flights from Western Europe, he said.
It is hoped about 15 Kiwi athletes will qualify for the Games. An additional 15 to 20 support staff will also travel. Friends and families of the athletes will stay in secure hotels outside the Olympic "bubble".
A spokesman for Russian investigators in Volgograd said the train-station woman had blown herself up at the station with a bomb packed with nails and screws.
It is thought she detonated the bomb when stopped by police with metal detectors.
