"I suspect there's a bit of him winding you guys up", Mr Key told reporters.
"I might be wrong but he might figure that every time he's on TV it's good for him."
In an interview with APNZ today Mr Craig appeared to move away from earlier comments about whether man has landed on the moon.
Mr Craig said: "Of course I think we landed on the moon, but it doesn't mean that I'm the expert on that."
"I think people should talk to people who are experts, whereas they can talk to me about politics or an issue in New Zealand, that's relevant to New Zealand, and then I will have an opinion on it.
"Do I think they're right? Probably not. But that doesn't mean that I'm the person that's going to be sort of judge and jury of whether their little view of the world is right or not."
This afternoon, Mr Key said: "All I can say is I had dinner with (moon landing astronaut) Buzz Aldrin once, he looked pretty convinced he'd been there, and he'd know."
Mr Craig's initial comments were made during an interview with RadioLive host Marcus Lush.
Mr Craig said he had "no idea'' whether astronauts had landed on the moon, and hadn't had the chance to look into chemtrails - a conspiracy theory that suggests the trails left by aircraft come from the deliberate spreading of chemicals.
Asked about the moon landing conspiracy - which suggests the Apollo landings were faked by the US government - Mr Craig replied: "I don't have a belief or a non-belief in these things, I jut don't know."
Asked again, Mr Craig said he had "no idea" whether man had walked on the moon.
"That's what we're told. I'm sort of inclined to believe it. But at the end of the day, I haven't looked into it. And I know there's some very serious people that question these things."
APNZ put other conspiracy theories to Mr Craig, including UFOs, sightings of big cats in New Zealand, and whether moa are extinct.
He said he had "no idea" whether moa are still alive in remote parts of New Zealand but some people might believe that.
"Maybe there are some New Zealanders who think that ... I know nothing about that."
He was also asked about unverified sightings of big cats in areas like Canterbury.
"Again, I haven't heard that one either. People must have a lot of time to sort of go and investigate these things, I assume."
As for UFOs sightings, Mr Craig said the question was "mischievous" and irrelevant to politics.
Mr Craig said he was not expecting his comments on the radio to receive the reaction they did, with some Twitter users mocking his position.
"Obviously people find it quite exciting that I'm not prepared to give absolute opinions I know nothing about, but that's the reality - I just don't feel comfortable saying an absolute blanket no to something when I haven't even taken the time to find out what people are saying."