Instead the 8000 strong crowd got a surprise when Key got up and shook his booty with the best of them.
The PM's moves went down well with the public.
Sunday was the Big Gay Out's 10th birthday.
But amid all the fun, organisers have an important message.
"We as a community are making sure we're looking after our health risks and particularly for gay men, that's HIV," organiser Rachael Le Mesurier from the Aids Foundation says.
Le Mesurier says the event is a key part of creating safe and supportive environments for gay people, and a good chance for gay communities to support each other.