The Prime Minister is puzzled about why any of his ministers feel the need to complain about the way their information was handled by the Henry inquiry.
The inquiry was established to find out who leaked a report on the Government Communications Security Bureau to a reporter and Parliament's Privileges Committee is investigating the unauthorised release of information to that inquiry.
Senior public servants, including David Henry, appeared before the committee on Wednesday to explain what happened.
A number of ministers expressed disquiet over the way some of their information was handled.
But Mr Key questioned why any minister would be worried, because being trusted not to leak to the media is the least he expects from his executive.