Key said it was aimed at reassuring those communities the Government was taking the issue of crime seriously.
It was partly prompted by reports about people wanting to take steps to protect themselves.
"There has been a little bit of discussion amongst some in the community about people sort of taking the law into their own hands and basically arming themselves and I think we're trying to give them reassurance that's not a good thing to do. They should leave that in the hands of the Police."
He would not like to see that happen because it could put people at more risk.
He said crime was often raised with him by ethnic communities. High profile burglaries or assaults sometimes prompted concern an ethnic group was vulnerable or being targeted.
"It's always an issue and there are a lot of small business and retail owners, or people who work in areas that face the community, taxi drivers and the like, and they do see a degree of crime. If you go and talk to ethnic communities, by and large it's always an issue that gets raised."
Key said his column was modified into an open letter at the request of one of the media outlets.
The letter said people in the Chinese community were saying they were "scared and concerned for their safety."
Key said he himself had been burgled three or four times "and I know what an invasive and disturbing experience this can be."
It said Police were now putting more focus on preventing and resolving burglaries and from September 1 would treat it as a priority, including a goal of attending every burglary scene.
"I would like to reassure you National remains as focused as ever on preventing crime and helping to keep our communities safe."
The Government has been under pressure over low resolution rates for burglaries.
The Herald's Hitting Home investigation in March reported that in 2015 the national burglary resolution rate was a record low 9.3 per cent -- the first time it had been in single digits and on average 164 burglaries a day were unresolved.
Crime statistics in July also showed a surge in burglaries had driven up the crime rate. Burglaries were to blame for almost three quarters of crime victims and burglaries rose from 5304 in May 2015 to 6780 this year.
At the time Police Minister Judith Collins said Police would start treating burglaries as a priority rather than a "volume crime" from the the start of September and aim to attend every burglary scene. That change kicks in this week.
NZ First leader Winston Peters said Collins had to explain to Police how she expected them to meet that goal.
"The minister must now explain to police just how they are going to do this extra work given the fact they don't have enough officers and are already stretched to the limit."
NZ First has called for 1800 more Police.
"It is a basic requirement that homes are protected and that people feel safe in their homes which is not happening under National.
Key said the overall crime rate was down and the Government had put significant funding into funding 600 extra police and technological advances.