Ms Phillips said she was "massively proud and in awe" of Chris Quin, Jo Allison and Peter Finch, who plan to run the New York Marathon to raise money for the CatWalk trust.
The charity was founded by New Zealander Catriona Williams in 2005 after a riding accident left her confined to a wheelchair.
Ms Williams shared the stage with Ms Phillips, an accomplished equestrian, last night.
Earlier, 30-year-old Zara and a female travelling companion were whisked through a back exit of Auckland Airport by police, The Sun website reported.
They were taken taken by chauffeur-driven Range Rover to a remote country house overlooking a beach 30 miles from the city, The Sun said.
It is understand she stayed there overnight.
Edward Hambrook, a guest at the event, said people did not know Ms Phillips was going to be there when they bought tickets.
It was a real surprise and "absolutely fantastic" that she came along, he said.
Ms Phillips was not due in New Zealand for two more weeks, but brought her trip forward after her husband made international headlines over his antics with a blonde woman in a Queenstown bar last week.
Even her arrival yesterday was a surprise - British media had said she was coming tomorrow.
Security was tight outside Telecom Place in central Auckland last night and anyone wanting to get in had to have a pass. A large group of media representatives, including photographers from UK newspapers, stood outside.
Ms Phillips married England captain Tindall less than two months ago in Edinburgh.
He may face some tough questions from his bride over his night out in Queenstown.
Tindall was among several England players at the bar celebrating their narrow win over Argentina in the side's opening pool game.
CCTV film uploaded to YouTube showed Tindall and the woman playfully hitting each other before he leaned over and she kissed him on the head.
A 40-year-old bouncer has since been charged with accessing a computer system for dishonest purposes.
Tindall and Ms Phillips have said that the woman is an old friend of theirs. Ms Phillips is expected to travel to Dunedin to meet Tindall tomorrow.