He explained it was the biggest hotel room he had ever stayed in and that it was bigger than his house. That is saying something, given his house is a Parnell mansion of at least 200sq m.
And it had a cauldron in one part of it -- his hotel room, not the mansion -- and if wife Bronagh climbed into it, there would be no way out.
That's how it is in Naypyitaw. Expansive, sprawling and quite bizarre.
It has 10-lane motorways -- 10 lanes a side, not five a side -- and virtually no traffic.
It is green and lush and the landscape is peppered with Buddhist temples, one being a replica of the golden Shwedagon in Rangoon.
Contrived as a capital city in modern times, it is the antithesis of the bustling, densely populated and exciting cities around Asia, including Rangoon.
Probably because of its isolation for decades under military rule, it is more intriguing than anything else.
Mr Key visited Burma in 2012 and President Thein Sein, a former general, visited New Zealand last year.
Yesterday, Mr Key upgraded the embassy to a fulltime ambassador, rather than using the one in Thailand.
New Zealand takes a "glass-half-full approach" to Burma -- preferring to accentuate its progress than criticise it, as is happening again in international forums.
There is some concern that it is regressing, having locked up at least half a dozen journalists this year, the persecution of Muslims in Rakhine state, and having failed to amend its constitution to let Aung San Suu Kyi, who was finally released from house arrest in 2010, run as President next year.
Mr Key is not too concerned. "All the sorts of things I have seen from Thein Sein as President is that he is actually trying to do the right thing."
NZ has taken more than 1100 refugees of Burmese origin in the past five years.
By Audrey Young of the New Zealand Herald