Four SAS soldiers dispatched to Afghanistan have proven helpful, Prime Minister John Key said after a senior Taliban official believed to have been involved in the killing of Kiwi soldiers was captured.

The man, a weapons dealer, was captured alongside two others in Baghlan province by Nato forces in an operation overnight (NZT).

New Zealand soldiers were not involved in the operation on the ground, but did play a role in gathering information that resulted in the operation, Mr Key said.

Asked whether four SAS personnel recently sent to Afghanistan to assist with logistics and intelligence-gathering were involved, Mr Key said "all I can say is I think their role in Afghanistan's been helpful".

Mr Key would not say whether New Zealand's Provincial Reconstruction Team had extended their patrols from Bamyan province into Baghlan, as they were given permission to do last month.

The arrested man had managed the purchase and distribution of rocket-propelled grenades, heavy machine guns and explosive materials to attack Afghan and coalition security forces throughout the region, Mr Key said.

At the time of his arrest, he was believed to be acquiring additional firearms and explosives for further insurgent attacks.

An armed insurgent was killed "in response to hostile intent displayed by him toward the Afghan coalition troops" during the Nato operation, and a number of firearms were seized.

Earlier, coalition spokesman Major Adam Wojack told Radio New Zealand the man would be handed over to Afghan authorities, who would prosecute.

There was a "strong possibility" more people would be captured, he said.

The man was believed to have been involved in the killing of Lance Corporal Pralli Durrer, 26, and Lance Corporal Rory Malone, 26, in a firefight on August 4.

Maj Wojack could not say if the Taliban member was involved in a later attack in Bamyan, which killed three New Zealand soldiers.

A massive roadside bomb destroyed the Humvee the three soldiers were travelling in.

However, they were still investigating a possible link, he said.

Maj Wojack said the recent Taliban attacks were out of the ordinary because Bamyan had been so quiet for so long and the coalition had increased surveillance in the area.