Judith Collins says if the Government wants to find some Russian spies, they just need to go down to the embassy and look around.
"I would hope that there are spies," the National MP told The AM Show. "We have to have some secrets that people want to get, surely."
New Zealand is the only Five Eyes intelligence partner not to expel any in the wake of the Sergei Skripal poisoning in the UK.
Two dozen countries have so far expelled Russian diplomats believed to be "undeclared intelligence officers", in Prime Minister Jacinda Ardern's words, including the US, UK, Australia, Canada, Albania, Norway, Poland, Lithuania, Ukraine, Moldova and Macedonia.
"We don't have Russian undeclared intelligence officers here," Ms Ardern told RNZ on Tuesday. "If we did, we would expel them."
The comments made New Zealand a "laughing stock", according to one international relations analyst interviewed by the broadcaster.
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Appearing on The AM Show on Thursday, National MP Ms Collins said it was "almost unbelievable" Russia would not have spies here.
"It's pretty insulting, really. Surely we've got some secrets?"
She said it wouldn't be hard to find some spies to kick out.
"Just go down the embassy and look up how many are intelligence officers."
Labour MP Carmel Sepuloni, also appearing on The AM Show, said there was "no evidence" Russia has spies here - and said if Ms Collins knows there are, she should tell the Government where they are.
"If we're saying that we can't find spies, then we also have to refer back to the previous Government and say, if you think there are, were there some when you were in Government? And if so, where are they? Please share that information."
Ms Collins said there was no need to expel Russian spies when National was in power.
"It's not like five months ago there was somebody being poisoned in the UK. This is the Salisbury incident that's actually made this a big issue."
Asked if Russian President Vladimir Putin was to blame for the Salisbury attack, Ms Sepuloni didn't answer. She said the attack was "despicable", but wouldn't "blame every single Russian in the world".
"We've got to be still rational and make sure that we don't make decisions off the cuff, with no evidence to support what we're doing.
"What I'm saying is of course it's despicable behaviour, but we can't go around to every Russian in the country that we're going to expel you, because they're not all responsible for what has occurred."