"We wouldn't look to interfere with that but we'll certainly register that there are New Zealanders that are part of that group."
Mr Key would not comment on suggestions the charges brought against the protestors including the two New Zealanders were disproportionate.
"It's very difficult to judge, I don't know all the details that have gone on. The Government's involvement has been really working with the British consulate and New Zealand diplomatic staff to ensure that the people are getting access to all their rights and being well treated and properly looked after. Their system is clearly very different from ours and it's very challenging for us to interfere in the Russian judicial system and actually we wouldn't want them to interfere into ours."
Actor Jude law and musician Damon Albarn are among those calling for the release of the activists.
Law, Albarn, the Clash bass player Paul Simonon and fashion designer Vivienne Westwood joined about 800 people outside the Russian Embassy in London on Saturday to put pressure on Russia to release the group.
It was part of a global day of protest which also saw about 200 people rally outside the Russian Embassy in Wellington.
Law told the Guardian that he was "just adding my face and body to the mass of support''.
"The fact that there is a threat of conviction did not put them off. What is ludicrous is that they have been charged with piracy, which has a threat of 15 years in prison.''
Law and Albarn, who are friends with one of the detainees Frank Hewetson, reportedly said the arrests were an international disgrace.
"Of course I am worried about Frank because I care about his family and I care about him but I know that he is incredibly durable,'' Law said.
Among the crew arrested were New Zealanders Jonathan Beauchamp and David Haussmann.
Mr Haussmann's partner, Sarah Watson, broke down as she gave an emotional speech at Saturday's rally in Wellington.
"These are not crazy nut-bars, they're normal peaceful people...and they believe in the right to peaceful protest and the right of free speech and I believe they deserve some support from everybody and that includes the New Zealand Government.''
Beauchamp's niece Zara Mansoor also spoke to the crowd and read a letter written by her grandmother, Mary Beauchamp, about her son.
The letter said: "Our John is a caring, practical, commonsense sort of man and very brave too.''
Meanwhile, Russia has reportedly shrugged off Dutch legal action over the activists' detention.
The Netherlands launched legal proceedings against Russia on Friday, with the country's Foreign Minister Frans Timmermans saying he felt responsible because the vessel sailed under a Dutch flag.
In response, Russia's Deputy Foreign Minister Alexei Meshkov told state-run news agency RIA Novosti that Russia had repeatedly asked the Netherlands to halt what Russia said was "illegal activity'' by the ship.
"Unfortunately, this was not done. Therefore, we have far more questions for the Dutch side than they can have for us,'' Reuters reported.
"Everything that happened with the Arctic Sunrise was pure provocation.''