Ardern thanked everyone gathered for the "warm welcome".
"That's one flight down, probably a few hundred to go," she said, holding Neve.
A chorale group from Nayland College were coincidentally at the airport waiting to fly out to Melbourne for a competition, and began singing for Ardern as she left.
She posed for a photo with the group before leaving.
"It's good to be ready to get stuck in," she told media.
The couple will spend the rest of their weekend getting Premier House ready for a baby "for, I guess, the first time it's probably had a little one there".
She formally took back the reins as Prime Minister on Wednesday night and is now moving into Premier House in Wellington.
Ardern and Gayford will be pulling together secondhand furniture friends have passed onto them for Neve.
When asked whether Premier House had any work done on it to prepare it for Neve's arrival, Ardern said "not unless you count a second hand cot".
Ardern was also asked about alt-right speakers Stefan Molyneux and Lauren Southern's arrival in New Zealand.
She said there were no grounds to block them from being here, but that she was "quite proud" their views were not shared by New Zealand.
Ardern will get back into her role as Prime Minister by covering off cabinet papers and focusing on the government's top priorities.
Ardern's absence from Parliament left Acting Prime Minister Winston Peters in charge. In an interview with the Herald, Ardern said he had acted admirably.
Peters took over the role six weeks ago when Ardern became the second Prime Minister in the world to give birth while in office.