She thanked staff and volunteers who helped make the tournament a huge success before All Blacks captain Richie McCaw addressed the crowd.
He said his side couldn't have won the Webb Ellis trophy without the support they had from throughout the country.
Then the squad split into groups to climb onto several floats before their journey along Willis Street and Lambton Quay to Parliament.
There, the All Blacks capped off the official World Cup victory celebrations with an impromptu haka.
They were answering the chanted request from the thousands of people gathered to see them meet Prime Minister John Key and show off the Webb Ellis trophy.
Blustery, drizzly weather didn't deter the thousands lined up on Lambton Quay to see the team.
Sandra Bednarek, dressed in an All Blacks flag and a "Keep Calm, Piri's on" t-shirt, said she and her kids wouldn't be put off by the rain.
People found vantage points on roofs and were watching from office buildings and multistorey car parks.
Two teenagers were perched in a tree halfway along the capital's main shopping street, while others sat on phone booths or stood on benches to get a glimpse of the players.
Cheers erupted sporadically and fans took part in a Mexican wave.
There was a squeeze when the final float came through, with police pushing the cheering crowd back as they extended hands to their heroes.
Henry was beaming as he held the trophy above his head and held it out for fans to touch.
Nadene Mackey had a rugby ball signed by Israel Dagg and said she was "stoked" and that it would become a family heirloom.
"It's excellent, because Israel Dagg also came into hospital when my son was in hospital and had a photo with him."
Others, like Hilda Cody, were disappointed to miss out on getting a signature.
"We just want to see if we can get them now. But it was awesome, an awesome parade."
Seatoun resident Rosie Teague took her three young kids to see the team _ and said she felt like one herself.
"I was more excited than the children I think, because I'd never seen the All Blacks up close and personal like that before, and we didn't get to the pool matches."
Victoria University commerce students Angelka Vegar and Kate Dogan had been staking out a spot since 10am carrying signs for their heart-throbs, one of which read: "Kieran Read this sign."
Ms Vegar said she loved all the players but they had made the signs for their favourites.
"They're just great players. Israel Dagg is single ... we want them to come over and talk to us."
Among the thousands waiting at Parliament were three Hutt Valley High students, who said heaps of their classmates had also trekked onto Wellington to celebrate the world cup success.
Rosie Stirling, 16, said she and her friends arrived at 9am to claim a spot with a good view.
Positioned at the front of the pack, Rosie said she was a lifelong fan and had been at the final.
Mr Key received a huge round of applause when he arrived on the steps of Parliament. He spent several minutes walking along the barrier shaking hands, posing for photos and
giving out hugs to people waiting for the All Blacks.
As each player was called to shake hands with politicians the crowd screamed and cheered - reserving the loudest noise for the Hurricanes players.
McCaw was the final player to be called up, and received prolonged applause, with many teenage fans screaming out "I love you".
As he held aloft the Webb Ellis trophy the crowd continued to chant his name.
Speaker Lockwood Smith opened the formalities, welcoming the team and thanking them for bringing the cup back to New Zealand.
Phil Goff congratulated the team and gave special mentions to Helen Clark, Tana Umaga, Colin Meads and Jock Hobbs for their work in winning hosting right.
Mr Key said the team had played with the country behind them and urged them to "bring it back in 2015".
MaCaw said it had been a hell of a few days and thanked the crowd for its support before his side answered the call for a haka.
