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It was the first time Mr Key has responded to criticism by Wellington woman Tania Billingsley, who waived name suppression earlier this month in order to speak out on her case.
In a television interview, Ms Billingsley panned the Government for allowing Muhammed Rizalman bin Ismail to leave New Zealand claiming diplomatic immunity, after he allegedly attacked her in her Brooklyn home in May.
She also said Mr Key had appeared unconcerned with her case.
"I just remember the first, the very first thing I watched on it, and just seeing him looking bored and annoyed at having to be talking about it and just saying there's nothing that we can do pretty much; 'Oh it sucks but it is what it is'," she told TV3's 3rd Degree.
Asked today whether he would personally apologise to Ms Billingsley, Mr Key said: "I think that's been made clear by the various different authorities.
"What's far more important now is that the independent inquiry that's been established and will be run by John Whitehead actually gets to the bottom of all of the unanswered questions."
Foreign Affairs Minister Murray McCully and Ministry of Foreign Affairs (MFAT) head John Allen apologised to Ms Billingsley when the case became public, though Ms Billingsley said the minister's public apology was inadequate.
Mr Key said: "I don't make apologies unless there's a serious reason for me to do that. As I said at the time I relied on the advice that was given to me by MFAT."
Asked about Ms Billingsley's claim that he appeared bored with her case, he said: "I'm just not going to engage in that discussion."
Rizalman was arrested on May 10 and charged with burglary and assault with intent to rape. MFAT asked Malaysia to waive immunity so he could face the charges, but behind-the-scenes communications led Malaysia to believe he could return home.
Malaysia agreed to send Rizalman back to New Zealand to face the charges, but his return has been delayed while his mental health was being assessed.
Mr Key said Malaysian Prime Minister Najib Razak spoke to him during the Prime Minister's holiday in Hawaii, and reassured him the diplomat would be sent back to New Zealand.
The independent inquiry is looking at how Rizalman was allowed to leave New Zealand, and why ministers were not informed about developments in the case until it was publicised by the Herald on Sunday.
- Isaac Davison of the NZ Herald