He told The AM Show while the Prime Minister had answered the question in the way he wanted, he couldn't find the question he wanted to follow it up with.
"It was my first go, I will get better."
Luxon said it was challenging as there were a lot of rules about the questions and how you could phrase them.
But he couldn't wait to get back down there and do it again.
"It's quite an electric atmosphere down there," he said.
"It felt really good and I really enjoyed it and I ... really want to get much better at it. I sort of came out of that experience saying: 'Man, I'd love to do that all again'. It was fantastic," he told TVNZ's Breakfast.
Luxon said he thought his new team was looking really "on song", joined up and focused.
He gave special mention to his deputy Nicola Willis and former leader Simon Bridges.
"National is back and I want us to be opposing strongly, but I also want us proposing ideas in the coming year too."
Luxon told Breakfast said the point he was trying to make yesterday was that this Labour Government liked making announcement after announcement, but was not getting things done. Why not double on beds in intensive care units, for example, he asked.
Asked where former leader Judith Collins is, he said she is having a "well deserved break".
She has done a tough job at a tough time for the National Party, he said.
"She'll come back in the new year fired up and ready to go."
He said the highlight of the year was becoming National's new leader and the low point was the disruption and inconvenience for people over lockdown as it was a really tough time for people.