But South Africa, who arrived in Wellington over the weekend in two groups, are a different story. After a T20 game against Canterbury in Christchurch on Wednesday, they open with a 20-over contest in Wellington on Friday night.
"We acknowledge this may not be the greatest lead-in, but at the same time we're playing what is in front of us," McCullum said.
There were only certain elements New Zealand could control, so they've tried to get the most out of the Zimbabwe tour, partly in its own right and also with the South Africans in mind.
"We know we're going to be tested a lot more in different areas across the board in a week's time.
"But I'm confident we've got the ability to step up. I still think our team has got a lot of room for improvement. I don't think this is the finished product by any means."
McCullum might have had New Zealand's fielding in mind. Some of the ground work at Eden Park was shoddy.
That said, it was still streets ahead of the Zimbabweans.
It was a shame, as they had at least set New Zealand a reasonable challenge, at 159 for eight.
Hamilton Masakadza and Elton Chigumbura batted spiritedly, sharing seven sixes.
Seamer Kyle Jarvis then nudged the door open with two wickets in his opening over, both Rob Nicol and McCullum out slogging.
Zimbabwe had a sniff. On other days, Jarvis would have had Martin Guptill lbw on 13; had Masakadza held a pull shot above his head on the square leg boundary from the same batsman at 20, things might just have been different. Maybe.
Instead Guptill, in a purple patch of form, and Kane Williamson took the game away from Zimbabwe.
The tourists' fielding fell apart - save an athletic pick up, swivel and direct throw by Shingi Masakadza to dismiss Williamson just before the end - and New Zealand eased home with more than three overs to spare.
Their stand of 137 is a world record for the third wicket in T20s.
Guptill's 91 not out left him nine shy of joining McCullum and West Indian Chris Gayle as the only players with international T20 centuries. Six of the 54 balls he faced cleared the boundary. His last six innings have produced half-centuries, across all three forms of the game. That follows on from hitting 504 runs at 72 in the HRV Cup.
And he has drawn a bead on Zimbabwe in particular.
Ten of his last 11 innings against them in all forms have produced at least 50, dating back to last year's World Cup - the exception was an unbeaten 40 in Harare in October.
"I'm sticking to my game plan, hitting in my areas, trying not to go outside that and it's working for me," the Auckland batsman said.
"If I carry on what I've done over the last six weeks or so I'm going to be successful in the coming weeks."
It was also a good night for Auckland men, Michael Bates and Ronnie Hira on their T20 debuts. Both bowled tidily, and took wickets.
GUPTILL'S RUN
Jan 22: 70 off 41 balls, Auckland v Canterbury, Auckland, HRV Cup final.
Jan 26: 51 off 109, New Zealand v Zimbabwe test, Napier.
Feb 3: 70 off 66, First ODI, Dunedin.
Feb 6: 77 off 80, Second ODI, Whangarei.
Feb 9: 85 off 69, Third ODI, Napier.
Feb 11: 91 not out off 54, First T20, Eden Park.
