President Rousseff raised the topic afterwards, saying Brazil was "contemplating" supporting New Zealand and the two countries shared the view that the Security Council needed reform. Brazil wants a permanent seat on the council.
Mr Key said he was surprised President Rousseff had been so "forward-leaning" on that issue, although he was not taking the vote as a done deal.
"But we weren't expecting any signal in her remarks, so it's quite positive really."
Mr Key said his tour of Latin America was a success and it was a wise choice to concentrate on the region this year - he came away with a firm statement of support for a free-trade agreement with Colombia, and even some indications that Brazil - the least open of the four countries - was interested in expanding trade links. He also secured the hat-trick of ticks of support for New Zealand's bid for the Security Council - an important step which could help New Zealand recruit the Latin American bloc against rivals Turkey and Spain.
He and Ms Rousseff also discussed the Fifa World Cup, which Brazil will host next year - the preparation for which is clear from the earthworks around Brasilia.
Mr Key told President Rousseff that the experience of hosting the Rugby World Cup helped him understand the pressure she was under - especially when the home team was one of the contenders to win it.
Ms Rousseff - a former Marxist guerrilla - is Brazil's first female President. Mr Key said she was "very warm and engaging," and his meeting with her had been fascinating.
She appeared ebullient - as she entered the foyer of the Palacio do Planalto to await Mr Key's arrival, she blew a kiss at the waiting media and gestured broadly.
As the pair were leaving the press conference, Ms Rousseff responded to Brazilian media calling for her to stop and talk to them by saying, in Portuguese, "Hope springs eternal," before she left.
Despite Mr Key's apparent desire to try the same trick, he didn't escape quite so lightly - he held a long 20-minute meeting with the New Zealand media, being grilled about domestic issues including Solid Energy, the Mighty River Power float, and the Auditor-General's decision on Shane Jones.
Mr Key and the business delegation with him left Brazil this morning and will stop at Easter Island on the way home for a night. They are travelling with the air force.