Defence Force Chief Lieutenant General Rhys Jones said a review would be carried out to see what could be leaned.
There was always a debrief for any operation, successful or otherwise, he told TVNZ.
The enemy was adaptive and learns from every operation, so the Defence Force had to stay a step ahead, he added.
There would be even more scrutiny on this operation, because of the fatality.
Messages of condolence poured in, paying tribute to the death of New Zealand's third soldier to die in Afghanistan in the past two years.
United States ambassador to Afghanistan Ryan Crocker sent a message which said "he died saving lives", the Sunday Star Times reported.
The flag-draped coffin of the soldier, who will not be named until tomorrow, was met at Bagram by Bamiyan provincial reconstruction team chief military officer Lieutenant-Colonel Hugh McAslan before it will be loaded on to a plane and brought home.
Provincial reconstruction team head Richard Prendergast said it was a sad day and many at the base knew the dead soldier.
Development aid's Kathleen Pearce said there was always a sombre mood when a death happened, but there was not the outpouring of grief you might expect in civilian life.
"Soldiers are pragmatic. They know it is a risk of the job and they get on. They are ready for it and they know it can happen - it's part of their training," she told the paper.
Prime Minister John Key said he was deeply saddened by the death of the soldier, who died en route to hospital.
He said he took responsibility for the deployment of the SAS to Afghanistan but that the death was not a reason to pull New Zealand troops out.
"I believe that they are ensuring that innocent lives of many thousands of Afghans are preserved. They are working to give the people of Afghanistan hope for their country, and they are working to make the world a safer place from global terrorism," he said.
"It would be in my view completely the wrong thing for us to consider cutting and running. I don't think it would actually honour the death of this brave soldier."
The SAS is due to return to New Zealand next March, a timetable Mr Key said they were likely to stick to.
The provincial reconstruction team in Bamiyan is due back in 2014 and Mr Key said it was intended they continue to serve that term.
Mr Key said British Prime Minister David Cameron rang to offer his condolences.
Australian Defence Minister Stephen Smith also expressed the Australian Government's condolences at the loss.
Defence Minister Wayne Mapp, Labour leader Phil Goff, ACT leader Don Brash and Governor-General Sir Anand Satyanand all sent their condolences to the soldier's family.
No date has been set for the return of the soldier's body or for his funeral. The SAS officers would remain in Kabul.
- NZPA