Prime Minister John Key says Prince Andrew shouldn't be pre-judged over allegations the prince had sex with an underage teenager.
The 54-year-old prince has publicly denied allegations during a speech at the World Economic Forum in Davos, overnight - an unprecedented move from a member of the royal family.
Speaking to the BBC before the speech, Mr Key said Prince Andrew was very "well respected in New Zealand" and said without intimate knowledge of the case he couldn't "pre-judge" the prince.
"In New Zealand we treat people as totally innocent until they're proven guilty," Mr Key said.
Virginia Roberts, the woman who claims she was an underage sex slave loaned out by paedophile billionaire Jeffrey Epstein to have sex with the prince, has called for Prince Andrew to give evidence in a US court.
Yesterday, Ms Roberts filed new court papers in Florida saying she knew the prince was a member of the British royal family but that she just called him "Andy".
She also said she had sexual relations with Prince Andrew on three separate occasions and that he once guessed her correct age where she was 17.
Ms Roberts' lawyers say they sent Prince Andrew a letter asking him to respond under oath to the allegations.
They say the letter was sent back to them as having been refused by the recipient.
Buckingham Palace has already strongly denied the allegations.