But two hours later Mr Key denied singling out the Herald, saying: "I don't think I did."
Herald editor-in-chief Tim Murphy, via Twitter, dismissed Mr Key's comments as "a 2nd term thing".
Murphy recalled that former Prime Minister Helen Clark accused the Herald of a "tabloid beat-up over, of all things, the $11b leaky buildings scandal. Plus ca change ..." He added: "Next up, PMs start talking about themselves in 3rd person. Always happens."
Murphy noted that the Herald circulation had remained stable over the past six audits - from 170,400 to 170,800 - and that readership was up across print and digital platforms.
Mr Key said he was warned by Helen Clark last year to expect tougher treatment after the first three years in Government.
"I think it just happens with a second-term Government. We've got a lot of policies we're implementing, there will always be critical appraisal of that, doesn't bother me."
Labour leader David Shearer and NZ First leader Winston Peters agreed Mr Key was getting a rougher ride in his second term.
"People are holding him to account much more now," Mr Shearer said.
Mr Peters said the Herald, like other media, had been "absolute poodles" towards Mr Key during his Government's first term.
But he offered the media his blessing for their more aggressive approach now.