"It's going to be a really tough series. I've said all the way along Australia, in their own conditions, are a formidable side regardless of how much experience or inexperience they possess within their group.
"We're respectful of how tough a challenge it will be but at the same time I think we've got a team that has performed over a period of time," McCullum said.
"I'd rather have our team than theirs."
McCullum also spoke about how his captaincy and the Black Caps played an "authentic" style of cricket, a nice-guys reputation that famously got up the noses of Australia this year.
And will he have a beer with the Aussies after each test, after they snubbed the offer of a tipple with the English during the recent Ashes series?
"I'll certainly be having a beer. It's up to them if they want to join or not."
Neither McCullum nor Hesson would be drawn on when their time with the national side would come to an end.
Both instead dished up a hefty dose of praise on others.
"I'm sure he won't talk it up," Hesson said of McCullum.
"But I think what he's contributed to New Zealand cricket over the years has been nothing short of inspirational."
McCullum made his New Zealand debut in 2002 and was made captain in controversial circumstances in late 2012, just after Hesson took over as coach.
The pair had a disastrous start to their reign, losing heavily in South Africa, before the Black Caps clambered up the international rankings.