The government is considering slapping travel bans on some Russians.
It comes after the government was mocked for failing to follow the country's traditional allies in expelling Russian spies.
New Zealand is now the only member of the Five Eyes spying alliance not to have taken action against Russia over the nerve agent attack on former Russian spy Sergei Skripal and his daughter Yulia in Salisbury, southern England.
Britain blames Russia for the attack on its former spy.
Canada, Australia, the United States and countries in the European Union have all joined Britain in booting out dozens of Russian diplomats and spies.
But here, the Prime Minister Jacinda Ardern insisted there are no Russian secret agents to expel.
The government was now weighing up travel bans, she said, and was not cosying up to Russia.
"Not at all - the most appropriate action that I could take as Prime Minister is get advice from intelligence services on whether there was anyone that we should be expelling from New Zealand immediately.
"I did that, they advised me there wasn't."
"I've now asked MFAT (Foreign Affairs Ministry) to advise me on whether there are people who should be the subject of visa exclusions for New Zealand as well."
Govt reaction a 'fiasco' - National
National has called the government's foreign policy over Russia a fiasco.
Todd McClay, National's spokesperson for Foreign Affairs and Trade, told Morning Report it was not clear to New Zealanders or the world what the policy is on Russia.
"The challenge we have here is a foreign minister who is not necessarily giving the best advice to the Prime Minister, and a Prime Minister who seems reticent to take any real leadership on this."
Mr McClay said everytime something new happened, it took four or five days for the government to react and it needed to take the latest developments seriously.
"This is not a laughing matter."
He said it was difficult to accept that there were no Russian intelligence agents in New Zealand, when they were in every other 'five-eyes' nation.
Mr McClay said any spies could have been here for years, but admitted that none were kicked out of the country by the previous government.
The lack of action has also drawn criticism from National Party leader Simon Bridges.
"Look, I think we have become a real no-mates on the issue of Russia over the last few weeks.
"The government has been taking increasingly quirky positions that make us a real outlier - and we're being laughed at," Mr Bridges said.
In Parliament yesterday, Mr McClay asked Foreign Minister Winston Peters about the reaction to the government's claim that there were no Russian spies here to expel.
"Has he seen reports on the RNZ website today, with the headline 'PM's spy comments make New Zealand a laughing stock' or the UK's Guardian website which says 'New Zealand says it would expel Russian spies but it just can't find any'? Mr McClay asked.
Mr Peters: "Mr Speaker, having been in politics for some time I prefer to listen to the NZSIS (New Zealand Security Intelligence Service) I'd rather listen to people with experience than a few flighty journalists from abroad."
Mr Peters said most spying activity took place offshore, and New Zealand did not face the same Russian intelligence presence as other Five Eyes nations.
"You see my point, you got a witch hunt going on here for an action without any evidence in the case of the SIS's advice to us.
Now there are Five Eyes partners who are aware of that, who can see that that may well be the case, and they totally understand it."
Mr Peters rejected any suggestion that the government's response had been a joke.
"The world has the highest regard for New Zealand and will have an even higher regard very shortly."
In 2014, then-Foreign Minister Murray McCully imposed travel bans on about 20 Russians and Ukranians who were involved in the crisis in Crimea.