He said the bureau acted within the law.
A spokeswoman from the Prime Minister's office said Mr Key "will not be responding to the interview given by Sir Bruce Ferguson".
"Conclusions that have been drawn from the interview do not accurately reflect the GCSB's activities."
She said the government had never discussed "foreign intelligence operations" and would not do so now.
The statement maintains Mr Key's position since the Herald revealed, with Nicky Hager and the news site The Intercept, revealed on Wednesday that the GCSB ramped up its spying on the Pacific at the end of 2009.
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Mr Key had said on Tuesday - before the documents were published - that any claims made would be wrong. He has continued to assert errors while refusing to say what they are.
While it has long been known the GCSB spied on the Pacific, the documents revealed the bureau had shifted to "full take collection".
The issue has divided Pacific leaders over whether it was, as Tonga's Prime Minister suggested, a breach of trust. Samoa's leader, by contrast, was not troubled by the revelation.