Then there was the Rugby World Cup in 2011, after which Key delivered new words such as "troty" and three-way handshakes to the New Zealand lexicon.
Some sixth sense (and an invitation from the Queen to Balmoral) meant he didn't go anywhere near San Francisco when the last America's Cup was on, even though it seemed almost certain Team NZ would win.
After Little's slip, Key was obviously wary of double-jinxing the All Blacks by confirming Little's jinx. Instead he suggested Little had taken up his advice to be "more upbeat and aspirational".
Labour did try to justify its breach of the jinx rules by claiming it was simply because Little was optimistic and upbeat. If so it was the only thing he has been optimistic about of late.
Some things justify it - the detainees in Christmas Island, for example. But Little has griped about everything from the TPP, the economy and the surplus to the flag referendum and pandas. It should not have come as a surprise that he went to just 8 per cent in the recent Colmar Brunton poll.
Even Little's campaign for Bird of the Year appears to be jinxed. Within a week of revealing he was the official cheerleader of the karearea, lo and behold the birds started attacking innocent passersby and their dogs in Wellington's town belt.
Little even went up to see the falcon, presumably to offer it a bit of PR advice that attacking people would not enhance its chances. It simply swooped on him as well and the sweet-singing kokako doubled its lead.
There was better news for Labour from Canada after the resounding success of the Liberals in this week's election.
Labour will likely look to Canada for its own election campaign in 2017. Trudeau managed to take his Liberals party from a shambles to victory in just two years - the same amount of time Little has up his sleeve. But Trudeau's campaign was pitched as "change and hope". Trudeau has certain natural advantages Little does not enjoy - even his birthday is shared with Jesus Christ.
Nonetheless, for much of the last eight years or so, the conservative parties have ruled in New Zealand, Australia, Canada and the United Kingdom. After the trouncing of the British Labour Party earlier this year Canada will come as some solace to Labour parties everywhere.
Until Canada, they had to resort to trying to celebrate the ousting of Australia's former Prime Minister Tony Abbott by the more moderate Malcolm Turnbull.
Some have leaped upon Canada's result as the starting gun for a game of dominoes in which Tory fiefdoms will topple around the world.
Labour's Phil Twyford has even already gone so far as to blame the demise of Tony Abbott and former Canada Prime Minister Stephen Harper on "the Key curse" ... "it's the price for getting so close to John Key".
Never mind that the Key curse was clearly ineffective on British Prime Minister David Cameron, or that it took 9.5 years for the curse to take effect on Harper, who was one of few international leaders of democratic nations to have served longer than Key.
On Sunday, let us all hope the Little jinx will be just as effective as the Key curse.