The Diplomatic Protection Service blew its budget in the past financial year by more than $800,000.
Figures released under the Official Information Act show the budget for 2009/10 was $3.98 million, but it rose by about 20% to $4.8 million.
About $30,000 of the budget went on providing Prime Minister John Key with protection during his summer holiday in Hawaii.
The DPS provides personal protection in New Zealand for the Prime Minister and Governor General.
Dignitaries and visiting guests of government are also included in its responsibilities, with the bill being met by the police.
Tasks include venue and accommodation searches, walking escorts and advance venue and route familiarisation and planning.
Labour has accused Key of using the DPS excessively.
"Having protection of the Prime Minister is a good thing," Labour MP Pete Hodgson said.
"It's a reasonable thing but it needs to be used reasonably and I'm afraid the current Prime Minister seems to use it for visual effects."
"Helen Clark when she went overseas for a private holiday never took protection with her. I'm sure Jenny Shipley never took protection with her, I think John Key enjoys having people hanging just behind him, I think he enjoys the entourage."
But Key said he can't influence his DPS cover. "I can't say I do or don't want it".
"The police have a responsibility and they carry out that responsibility without reference to me," he said.
"DPS covers not only me, obviously the Governor General and a lot of visiting diplomats that come from overseas and dignitaries so really I can't explain that because it's not accountable to me."
When ONE News asked the police where the extra $800,000 went, they said matters around the DPS were not discussed.
However, Police Minister Judith Collins said: "They are threats that are very significant and some have been quite recent".
Follow Michael Parkin, who broke this story on ONE News, on Twitter @Michael_Parkin - http://twitter.com/#!/@Michael_Parkin
Do you agree with the amount of money spent on the Diplomatic Protection Service? Have your say on the messageboard below.