He said he had not received any advice that spy balloons had flown over New Zealand.
The saga has drawn in other Five Eyes countries: Canadian Prime Minister Justin Trudeau asked the US to shoot down an object flying over Canadian airspace.
The UK has said it will review its security after the incidents in the US.
UK Prime Minister Rishi Sunak said the Government would do “whatever it takes to keep the country safe”.
Sunak said the air force stood ready to take down any spy balloons in UK airspace.
The Australian Security Intelligence Organisation has said it is not aware of any balloons flying over Australian airspace.