The Kiwis landed in Auckland this afternoon after being knocked out of the World Twenty20 tournament in Sri Lanka at the Super Eight stage following two gut-wrenching Super Over losses from their final three games.
Taylor's leadership has come under the microscope since Hesson was appointed to take over the coaching reins from John Wright in July.
Hesson's strong relationship with New Zealand batsman Brendon McCullum is well-documented after the pair worked together when Hesson was in charge of the Otago provincial side from 2005 to 2011.
During the tournament, Hesson noted Taylor's appointment was a board decision. Taylor didn't feel there was anything controversial in the comment and said the pair had spoken about it.
"He came and knocked on my door and explained what had happened," Taylor said.
"I hadn't read the paper by then, our focus was on the tournament at the time and I don't think it detracted from anything and I guess, as I said before, we are working on our relationship and we are pretty happy with where things are going.
Asked if he felt he had Hesson's full support, the 28-year-old replied: "Yeah, definitely."
Leading a national side in any sport can be tough, but Taylor said he still thrived on the challenge.
"I enjoy it. It has it's moments which are not as great. I guess any time you lose it's not a great feeling but I guess the pros outweigh the negatives."
