The Wallabies have denied having anything to do with the listening device, which was reportedly found inside the upholstery of a lounge suite in the hotel room.
It has been reported to Sydney police.
Questioned at his post cabinet press conference about his own experiences of being bugged, Key said he was told about "a fraction" of the devices discovered.
"I just can't go into the details of it and for obvious reasons wouldn't."
Key said it was clear from the discovery that the rugby union had taken precautions before.
"There would be plenty of corporate organisations that would do that. And there are political parties and Government that would as well."
In response to a question, he said there had been no request from the Rugby Football Union for GCSB's help.
"In principle they might have some technical expertise but there might be others who could provide that to them as well if they are interested."
The Wallabies will return to Wellington this week to play the All Blacks in another Bledisloe Cup match.