French-based former All Blacks Dan Carter, Ma'a Nonu and Conrad Smith attended the dinner on Wednesday (local time), hosted by French Prime Minister Manuel Valls.
The dinner came after bilateral talks between the leaders, who first met in March this year during Mr Valls' 24-hour stop-off in Auckland.
It was one of a series of high-level meetings with European leaders, which were urgently added to Mr Key's European itinerary following Britain's decision to leave the European Union last month.
Mr Key also met Italian Prime Minister Matteo Renzi on Wednesday and outgoing British Prime Minister David Cameron on Tuesday, though the latter meeting was overshadowed by the announcement that Mr Cameron was soon to be replaced by Home Secretary Theresa May.
Mr Key said Renzi had expressed "strong support" for a New Zealand-EU free trade deal and they had agreed to stay in close contact as talks moved toward launching formal negotiations.
They had also discussed counter-terrorism and the regional economy.
"This is my first visit to Rome as Prime Minister and I am encouraged by the warmth and wide-ranging co-operation that characterise our relationship with Italy."
As Britain prepared to leave the EU, New Zealand would lose one of its most influential supporters for a free trade deal at the EU table. Mr Key's trip was partly aimed at bolstering relations with other EU countries.
He said there was enthusiasm for strengthening the relationship with Italy more.
Mr Key would attend the Bastille Day parade in the French capital on Thursday. In a historic first, New Zealand Defence Force troops would be marching in the parade, one of the oldest and largest in the world.
About 80 Defence personnel would join the parade on the Champs Elysees.
Mr Key would then meet President Francois Hollande before attending a ceremony at the Arc de Triomphe.
- NZ Herald
