This year, McKenzie won an Academy Award for best original song for his Man or Muppet song in The Muppets film.
It's a career highlight he thinks he will be hard pressed to beat.
"I think I'd have to go more spiritual, I think I'd have to look inside.
"The Oscars - you can't deny that that was a personal highlight, because working in America, you're constantly feeling like you're an outsider, and there's something about being at the Oscars, and then winning an Oscar, feels like the door to Hollywood really opened."
McKenzie made his way on to the international stage with his friend from university days, Jemaine Clement, when HBO picked up Flight of the Conchords, making a 12-part show set in New York.
In 2007, the Flight of the Conchords won a Grammy award for their album The Distant Future.
As well as being musical supervisor of The Muppets, McKenzie acted in the Lord of the Rings as an elf, has appeared with Clement on The Late Show with David Letterman, and is one of the lead actors in Two Little Boys, which premiered at the Berlin Film Festival and will be released in New Zealand this year.
But McKenzie said it was too difficult to list his career in order of importance, "because some things I spend years doing and then some things, like Letterman, are just one night".
"I've got quite a mixed bag of a career. I've got a few different hats, kept me very busy."
McKenzie would not be drawn on how Clement would react to his being made an Officer of the New Zealand Order of Merit without him.
"I don't want to go into the competitive thing."