Andrew Chalmers, chairman of the New Zealand Rugby League, said: "We were talking about the big sporting weekend.
"She said she was looking forward to watching England play and hoping for a victory."
New Zealand centre Clinton Toopi, who was a member of Leeds Rhinos' Super League Grand Final-winning team at Old Trafford last Saturday, said: "We just mentioned how Jonny Wilkinson helped England and she piped up and said about his kicking ability and how well he had played.
"She said she wanted England to win."
The RFL are to ensure rugby league fans attending the centenary international do not miss the World Cup action.
The big screen being used for the "All Golds" match will switch on the final whistle to provide live coverage of England's showdown with South Africa.
The reception at Buckingham Palace was held on Tuesday.