He said the attachment was in a format that could be not be opened on DPMC's computers, and he could confirm it had been deleted from the server.
The Prime Minister's chief of staff Wayne Eagleson said he had emailed Parliamentary Service to authorise the release of material such as phone records and email logs of all the ministers, including Mr Dunne, after Parliamentary Service head Geoff Thorn told him it required authorisation.
However, he said he had told Mr Thorn he was not willing to authorise the release of the content of Mr Dunne's emails with Vance.
Mr Dunne subsequently withheld permission, and later resigned as a minister because of that refusal to co-operate.
Mr Eagleson said he believed he had acted appropriately, despite claims from Opposition members that he had pressured Parliamentary Service into releasing the information.
The Privileges Committee will begin hearing evidence later this month about the handling of the inquiry, which claimed the scalp of Mr Thorn yesterday over the release of Vance's phone records.
Mr Dunne said he would seek legal advice after discovering his emails were sent to the inquiry a day before he gave permission.
"I am extremely concerned and angry about this gross, unauthorised breach of personal privacy, especially since it was my refusal to authorise access to the content of those emails that brought about my resignation as a minister," he said.
He was currently considering a request to give evidence to the Privileges Committee.
Labour leader David Shearer said the defence that the correspondence was never read and attachments destroyed didn't wash.
"There is no way the emails were sent by 'mistake'. This latest incident makes the claim that the release of Andrea Vance's phone records by Parliamentary Services was 'inadvertent' utterly ridiculous," he said.
Despite Mr Key's claim that he was only a bit player in the Henry inquiry, it was clear his chief of staff was directing events, he said.
Green Party co-leader Dr Russel Norman said it strained plausibility beyond breaking point for the Prime Minister to claim that he and his chief of staff had nothing to do with the privacy breaches.
"The pressure from Mr Key's office on the Parliamentary Service to comply with his inquiry's demands was immense. It's not good enough for Mr Key to play innocent when it turns out that the Parliamentary Service handed over Ms Vance's swipe-card records, her emails, and her phone logs to his inquiry," he said.
Prime Minister John Key stood by his chief of staff today, rejecting claims that Vance's phone records were released because of pressure from Mr Eagleson.
"He has acted totally professionally and has my 100 per cent support," he said.
