New Zealand's Queen and head of state died early in the morning local time, with Ms Ardern woken by "a police officer shining a torch into my room" to be told the news.

Speaking in Wellington alongside a framed picture of Her Majesty, the prime minister said New Zealand was experiencing "a time of deep sadness".

"I know I speak for all New Zealanders in conveying our deepest sympathy to members of the Royal family and condolences to King Charles III at this time of enormous loss," she said.

"A chapter is closing today. With that we remember an incredible woman that we were lucky to call our Queen.

"She was extraordinary.

"The last days of the Queen's life captures who she was in so many ways, working to the very end on behalf of the people she loved."

The defence force staged a Death Gun Salute on Friday evening, firing 96 rounds - one for every year of Queen Elizabeth's life - at ten second intervals.

New Zealand's official mourning will continue until a state memorial service, held after the Queen's funeral, expected in around 10 days.

Parliamentary sittings have been cancelled next week except for a tribute debate on Tuesday.

Flags will be flown at half-mast until the funeral, except on Proclamation Day, when King Charles III is officially announced.

Kiwis will be invited to sign condolence books at parliament and the National Library, which has opened an exhibition on Queen Elizabeth's life.

Ms Ardern recalled her first meeting with the Queen, when she gifted a picture of Her Majesty laughing on an early visit to New Zealand, decades ago.

"Not only did she remember the visit, she could remember what was making her laugh," she said.

"That speaks to me of someone who gave a life of service but who also enjoyed the role that she played, as difficult I'm sure as it was."

New Zealanders are generally more supportive of the monarchy than Australians, with no similar governmental moves towards a shift.

The most recent substantive poll on the matter, taken last November, asked voters whether they would like to shift to a republic on the occasion of Queen Elizabeth II's death: 44 per cent were in favour, with 50 per cent opposed.

Many Kiwis have reacted with dismay and grief upon learning the news.

New Zealand's most popular broadcaster Mike Hosking cried on air, saying "I don't know that I can do this, just give me a couple of minutes" before resuming his breakfast show.

Governor-General Cindy Kiro said "for most New Zealanders, Queen Elizabeth has really been a constant in our lives. She's provided a sense of continuity and stability for us".

Opposition leader Chris Luxon paid tribute to Queen Elizabeth's "unflinching dignity, compassion, and selflessness".

Queen Elizabeth II visited New Zealand 10 times, last travelling in 2002.

Australian Associated Press