But, that party is not welcome here because, according to Peters, we are "getting sick and tired of people who think they can walk into our country and now demand to have a say in the political system".
The New Zealand First leader reckons it's a cheek. Immigrants should be happy they're allowed to vote. I can't decide if Peters believes this or whether he took a long, cynical look at Brexit and Donald Trump and thought this kind of immigrant-bashing will be talkback crack to disaffected working Kiwis.
Of course immigrants should be allowed to set up political parties in this country. We've hardly set the bar high ourselves. Remember the Bill and Ben Party, set up by two comedians as a joke?
Then there was the Join Australia Movement Party, set up to advocate political union between New Zealand and Australia, not as a joke.
And, who can forget the McGillicuddy Serious Party, which wanted to return to a medieval way of living, but instead gave us one of the co-leaders of the GreenParty.
If we applied Peters' anti-democratic hatefulness, up to a quarter of our population wouldn't be allowed to set up political parties, given that's how many of us are immigrants.
What's more, being limited to simply voting clearly isn't working for people of Indian and Chinese descent if you look at the numbers in Parliament.
One in eight New Zealanders identify as Asian or Indian. Proportionally, there should be 14 Asian or Indian MPs. There are five. Try naming them. Don't worry, I can't either.
And still, dairy owners suffer the violent attacks that the People's Party wants to stop. Just this week, 6-year-old Sarah Patel tried to stop an attacker from hurting her dad in his North Shore store.
You have to wonder if Winston Peters would take the same hard line on immigrants wanting to improve their lot if those immigrants were expat Kiwis getting a hard time.
In Australia, Kiwis have lost basic rights over the past decade and a half. They pay for it, but they can't claim their equivalent of ACC. They can't get the dole. They can't really become citizens. They can't even vote.
Our Government's hardly arguing their case. The expats don't have their own political party to lobby the Australian Government.
Their best chance is a bit of help from Kiwi-born Senator Derryn Hinch, whose most notable contribution in his month-long career is falling asleep on his first day on the job, or notorious racist Pauline Hanson who only wants Kiwis to stay in Australia because she prefers them to Muslims.
Rather than knocking these immigrants for getting political, expat Kiwis should think about doing the same thing.
Because, it turns out immigrant is now a dirty world all over the world. Even when the immigrants are Kiwis.