The youngest New Zealander to receive the Order of New Zealand, McCaw said it was a "little embarrassing".
"I have had friends point that out to me," he laughed.
He jokingly said he hoped this would be his last media scrum for a while.
"Its been more than I thought when you finish playing rugby, but I suppose when you do idiot things like running around the hills you get that sort of thing, but it's all pretty cool when it's things like this."
McCaw said there were no regrets of not becoming "Sir Richie" and receiving an Order of New Zealand "sat more comfortably" with him.
While he's retired from the All Blacks, he's not slowing down.
He is still flying helicopters and just completed a 530-kilometre "Godzone Adventure Race" last week.
Other members honoured
• Gilbert Enoka ONZM - For services to rugby and sport psychology. • Stephen Boock ONZM - For services to sport and the community. • Michael Cron MNZM - For services to rugby. • John Armstrong ONZM - For services to journalism. • Jodi Brown MNZM - For services to netball.