She had conducted a video interview with McKenzie in the Beehive that was screened to the conference to kick off the panel discussion.
McKenzie said pressure on young people on social media was tied in with mental health.
"There is a culture of constantly comparing ourselves to the seemingly perfect faces on social media."
Labour's youngest woman MP, Kiritapu Allan, also told the conference there were massive issues for young people around mental health in her area, the Eastern Bay of Plenty.
"That's the biggest issue – they'll talk to me day in, day out."
Finance Minister Grant Robertson revealed that mental health would be one of five priority areas in his first "wellbeing Budget" next year, a Budget that will broaden reporting beyond fiscal and economic indicators.
The mood at the conference has been jubilant, but president Nigel Haworth cautioned against complacency, saying that National was like a cornered creature.
"Cornered creatures attack and they attack fiercely - so it will be with National," he said.
"They will do what they will to regain power."
Haworth also said the party had to be ready for a possible byelection - a reference to the possibility that Jami-Lee Ross could resign from Botany or be forced out in the waka-jumping bill.
Among the constitutional remits passed in closed session was one providing a place for a rural representative on the New Zealand Council and one setting out a new process by the party for the formation of Government.
The constitution previously said the party's manifesto was binding but under MMP, where some policies are parked as a result of negotiation, the party leaders must now report to the New Zealand Council as soon as possible after the announcement of the Government for it to vet the agreements.