New Zealand coach Graham Henry has set his sights on improving his team's dismal record in South Africa after they retained the Bledisloe Cup with a 13-9 win over Australia on Saturday.

The absorbing victory in Brisbane provided the All Blacks with their 13th straight test win in a golden 12 months that has included winning the Tri-Nations and completing the grand slam with victories over England, Ireland, Scotland and Wales.

New Zealand also completed a 3-0 whitewash of the British and Irish Lions early last season but blotted their perfect record when they lost to South Africa in Cape Town.

They also lost in Johannesburg in 2004 to concede the Tri-Nations championship to the Springboks and Henry said he was desperate to make amends this year.

"Winning in Australia is a huge achievement but we'd like to take another step and win in South Africa," Henry said.

"We haven't done that for a while so that'll be the next goal, I guess."

New Zealand beat South Africa in Wellington two weeks ago to take a firm grip on this year's expanded Tri-Nations title but still have to play the Springboks twice on their soil, where they have not won since 2003.

The All Blacks were not at their very best against Australia but defended magnificently against waves of attacks, with Henry singling out the performance of his inspirational captain Richie McCaw.

"You can't play better than that," Henry said of McCaw. "He was superb."

McCaw pulled off 19 tackles, including two trysavers on Stephen Larkham and Mark Gerrard.