Figures released by the Labour Party under the Official Information Act show the Government spent $4.8 million on security for Mr Key in the 2009-10 financial year.
The annual budget for the Diplomatic Protection Squad is just under $4 million.
Labour MP Pete Hodgson says the $800,000 budget blow-out can not be justified when the Government is cutting other budgets.
Mr Hodgson told Television New Zealand that diplomatic protection never accompanied former prime ministers Helen Clark and Jenny Shipley when they went on overseas holidays.
