An exodus of top players, mostly to English and French clubs, has blighted the New Zealand game since last year's World Cup but McKenzie suggested it wouldn't continue indefinitely.
"You pay the price for your success," McKenzie said.
"It goes in cycles. You don't need to be worried about it.
"When the All Blacks are at the top of the tree they become very attractive to some countries."
Nine of the All Blacks World Cup squad have signed offshore contracts, a number that easily outstrips the other Sanzar nations.
It reflected New Zealand's outstanding pre-World Cup record, McKenzie said.
"But the wheel turns. The South Africans will lose a few players as a result of their success in the World Cup.
"Australia, if it gets up there again and starts knocking the All Blacks off regularly, it'll start losing some of its players."
McKenzie, whose team play the Crusaders in the Super 14 final here tomorrow, also reckoned the New Zealand rugby player conveyer belt was still operating smoothly.
A fresh batch of talent had emerged at each of the Super 14 franchises, he said, with a prime example being Stephen Brett's development as an obvious replacement for first five-eighth Daniel Carter, whose future with the Crusaders and All Blacks is uncertain.
"The quality of players coming into the Crusaders and other teams, okay they're not household names but Dan Carter's not going to play forever so you have to find new blokes anyway," McKenzie said.
"New Zealand has never been down for long ... I think you'll ride it out and more players will come through.
"We won't be surprised but you guys might surprise yourself with who you've got coming through."
Japan-bound Crusaders veteran Reuben Thorne also pointed to New Zealand's history of replenishment but was concerned at the changing nature of the players who are leaving.
"It's a bit of a worry when players leave too early, before their time. I don't think I'm in that category," Thorne, 33, smiled.
"There seems to be a lot leaving at the moment, hopefully it's the peak of the cycle."
While there was a thinning numbers of experienced heads for young players to learn from, Thorne said the modern youngster went through a different development process, starting at academies.
"When they get here they're already semi-professional in the way they train with their nutrition and their education and all those sorts of things," Thorne said.
"What they miss out on is mixing with the older heads a wee bit.
"Most of them who come through now are pretty professional in the way they operate. That's different from how it was when I started."
