The Prime Minister has sought to allay the fears about perceived increases in crime in an open letter to the Chinese community.
In the letter, it talks about what the Government is doing to help address crime rates.
In his post-Cabinet news conference on Monday afternoon, Mr Key said crime was often an issue raised with him and other ministers regularly.
Mr Key provides a column to Chinese and other ethnic media who wish to run it, and this week he was asked to make it an open letter.
"We have a lot of contact with the Chinese community and ethnic communities and we think we know them pretty well.
"Sometimes there's a few high-profile burglaries or assaults and they tend to raise those issues in the community. Sometimes those ethnic communities feel vulnerable to those high-profile attacks we see. It's not new. I remember it over a long period of time. It's partly about giving them reassurance."
He said there had been "some talk" of shop owners arming themselves for protection.
"We're giving them reassurance that's not the best thing to do, that they should leave that in the hands of the police.
"I just wouldn't want to see that happen because it could put them more at risk."
He batted away criticism the letter was an act of desperation because police were under-funded. He says the national crime rate is down; more funding has meant more officers and more technology to fight crime.
Earlier this month, the owner of an Auckland liquor store robbed three times in as many weeks said the level of violence was getting worse.
Legends Liquor owner Jeff Wu told Newshub he believed offenders were stepping up their tactics.
He said many who work in dairies and liquor stores don't bother reporting crimes because it was too much hassle.
From September 1, police will now attend all home burglaries, following a rise in burglaries over the past 12 months.
Police Minister Judith Collins made the announcement on Monday, saying anyone who is the victim of a burglary will have police on the scene in "a reasonable time".