There were no leads "as such ... but we have the note".
Aviation security had changed hugely in the 10 years since the September 11, 2001, terrorist attacks on the United States which claimed thousands of lives, Mr Vaughan said.
In New Zealand, such things as bomb hoaxes were punishable by imprisonment.
"You'd have to be an isolate, or living in a cave, not to know that the world has changed around security in airports and that there is a heightened tension at airports," he said.
"Our security we take very, very seriously.
"People are aware of the importance placed on being safe, and we want them to be safe and feel safe at Wellington Airport."
People caught up in the drama at Dunedin International Airport last night spoke of their experiences with armed police who gave little information.
A local taxi driver, who asked not to be named, was at the airport at 8.20pm. Two flights had arrived within about 10 minutes, and he was waiting for someone off the Wellington flight.
"Police with holstered guns came running in," he said.
Detectives were circling the perimeter of the airport, and four ambulances and fire service personnel arrived.
The taxi driver said he was surprised at the lack of communication.
"Nobody told anybody anything," he said.
He said he spoke to airport staff outside, who were "petrified". "They would not tell them what was going on. I asked a cop - he wouldn't reply."
While that was happening, people were coming off the flight, and picking up their baggage.
The man said he left the airport of his own accord.
A passenger from flight NZ 459 from Wellington, that landed at 8.15pm, emailed the Otago Daily Times. The email said the aeroplane parked at the terminal as normal, and nothing was said on the plane or when passengers got off.
"I saw a lot of police and ambulances, and when I left the airport, it was closed off to traffic.
"I did overhear an Air New Zealand person talking to police about searching the plane, so assume it was that flight that had the bomb scare.
"Anyhow, if there was a threat on our flight, we didn't know anything about it, and the cabin crew and pilots didn't show any signs of concern."