Mr Key was scathing about the previous night's Moment of Truth, labelling it an utter failure that delivered much rhetoric and opinion but no evidence.
Mr Key answered questions about the mass surveillance claims for more than 20 minutes at a press conference at ADInstruments.
In a setting more formal than the usual media ''stand-up'', Mr Key spoke behind a lectern as he repeated assurances New Zealanders were not subject to mass surveillance.
The claim about two NSA facilities in the North Island, by whistle-blower Edward Snowden, was the one new piece of information at the Moment of Truth, other claims having been released in the lead-up to the event.
Mr Key rejected the claim, saying he was not aware of any facilities, and countries in the Five Eyes security arrangement had an understanding they would not spy on one another.
''I don't think it's the case. No, I don't think it's likely.
''There could be a Martian out there somewhere, and I haven't got any advice to confirm that there are no Martians in New Zealand, but I don't think there are.''
Mr Key refused to answer questions about data collection programme X-Keyscore, citing national security.
Asked why he was prepared to explain the Cortex data programme but not X-Keyscore, he said he had done so because of claims New Zealand was subject to mass surveillance.
A proposed programme called Speargun revealed by Mr Snowden and journalist Glenn Greenwald did not go ahead, as it was too broad, and would have been costly and difficult.
Mr Key said New Zealanders were not, and had never been, subject to mass surveillance.
The only information available on NSA databases about New Zealanders would involve people suspected of posing a threat.
The assurance is at odds with Mr Snowden's claims on Monday night that he had wholesale access to New Zealand communication data when he worked for the NSA.
New Zealand did not have the technical capability to conduct mass surveillance, so Mr Snowden was incorrect, Mr Key said.
Asked why New Zealand was not told about the Speargun proposal during last year's GCSB law change debate, Mr Key said it had not been relevant, as it did not get past the business-case stage.
''What we're seeing in this whole debate is a bunch of foreigners coming into town three or four days before an election, at a time New Zealanders want to have a legitimate debate about the future of our country, and what they're doing is making completely unsubstantiated claims.
''If they wanted to come and present to us the evidence that supports their claims, [Monday] was their chance.
''The eyes of the New Zealand public and the media were on their meeting and they utterly failed to do anything other than provide rhetoric,'' Mr Key said of the Moment of Truth claims.
