Foreign Minister Winston Peters says the media has got it wrong by saying there's no spying by Russia in New Zealand.

The Labour-NZ First coalition has come under fire for not following international allies and expelling undeclared Russian intelligence agents.

Peters says the Government has never claimed there's no Russian spying here.

"To make a statement like that, which we never made, would be the statement of an idiot."

However, when asked if he was saying there are Russian spies in New Zealand, Peters replied: "I'm not saying that."

He says there just aren't spies at the Russian embassy.

Meanwhile, The Prime Minister's still awaiting advice on whether there are any Russians that should be the subject of travel bans here.

Jacinda Ardern expects a response from the Ministry of Foreign Affairs soon.

Ardern insists we are completely in step with our partners.

"I think our approach has been comprehensive and exactly what our partners would have expected, and the UK, as I said before, has thanked us for that response."