Guptill made just 81 runs in four innings as the Black Caps slumped to a 2-0 series loss on home soil, beaten quite comprehensively in both Tests.
The 29-year-old averages just 29.92 with the bat in Tests, with that number down to 16.94 in five-day matches against Australia.
Despite that, Hesson said he had belief that Guptill would deliver in the longest format.
"Three Tests ago, Martin got a very important hundred for us," he told a news conference on Thursday.
"Martin still hasn't quite nailed it at Test level but again we think he has some good qualities. No doubt we need to tweak a few things but we still have a lot of confidence in Martin."
Hesson rued the absence of batsman Ross Taylor due to injury, but was unwilling to use it as an excuse.
He was happy with the way his team responded to the series loss, saying they were staying calm.
"For New Zealand these are big series and when things like that occur, you can lose it," Hesson said.
"I think the fact they were put into perspective and were pretty calmly dealt with within the group [was good]."