Updated 9.24am: John Key will be the first New Zealand Prime Minister to visit Saudi Arabia.

On the back of his Gallipoli trip, Mr Key is now leading an 18 member business delegation to the Gulf States.

The Prime Minister says it's an opportunity to strengthen and grow trade and business links.

The countries in the Gulf Cooperation Council are New Zealand's fifth largest export destination, with goods worth 1.9 billion dollars going there last year.

The group will also make visits to the United Arab Emirates and Kuwait.

However, the Greens think John Key is wrong to be looking for a trade deal with Saudi Arabia, because of the country's human rights record.

Spokeswoman Catherine Delahunty believes New Zealanders would prefer not to trade with countries that behead their citizens.

She says Saudi Arabia also has a bad record for its treatment of women, migrant workers, homosexuals and non-Muslims.