Prime Minister John Key says criticism directed at him for the Diplomatic Protection Squad (DPS) budget blow-out is pathetic and that he gets no special treatment.

Figures released under the Official Information Act show the DPS budget for the last financial year was $3.98 million but it actually spent $4.8 million.

Mr Key said decisions regarding the protection squad budget were out of his hands, but that he was getting the same kind of protection any prime minister would get.

He said the cost of diplomatic protection was purely a decision of police and he was not the only recipient of protection.

"It's no different to the support that Helen Clark got when she was Prime Minister and it will be no different to the support that any future Prime Minister gets."

Mr Key said it was his understanding that the cost of the DPS had been over budget for the past four years, and that the opposition's criticisms were "pathetic" and they were "scraping the bottom of the barrel".

Police minister Judith Collins has confirmed that one person has been charged with threatening the Prime Minister in recent weeks, but Mr Key said he is not often made aware of threats against him.

"Often I am the last person to know, to be honest. From time to time, I am just aware there has been an incident and the police deal with it."

Asked if he had ever felt at risk as Prime Minister, Mr Key said he was "very comfortable" with the level of support he had from police.

He added that protection services were part of the job.

"I think most New Zealanders could appreciate that in many respects, having 24-hour support, if you like, from diplomatic protection is quite claustrophobic."