Prime Minister Anthony Albanese has defended Pauline Hanson's right to speak at the National Press Club after protesters disrupted her address.

During the One Nation leader's speech in Canberra on Wednesday, a banner unfurled behind her and interrupted her address.

The banner read: 'I opposed a pay rise for workers while I took a $100,000 pay rise.'

Australian Federal Police (AFP) are investigating the incident, including allegations that two people entered the venue the day before to set up the poster. 

Asked about the incident on Thursday, Albanese called the stunt 'counterproductive' and urged restraint amid rising political tensions.

'I'm not aware of all the details - that's a matter for the AFP - but I think quite clearly these actions can be counterproductive,' he told reporters in Sydney.

'One of the things that I've said consistently is that we need to turn the temperature down.

'I think that people should be allowed to go to the National Press Club and address the Press Club with whatever views people have in a respectful manner, and that should be treated respectfully.' 

But Albanese also criticised One Nation's policies and claimed they offer no solutions to economic challenges.

'I have a consistent view that One Nation does not present alternatives,' he said.

'I didn't hear anything about the cost of living. I didn't see all the speech, but I looked at some of the reporting.

'I haven't seen any policy announcements for cost-of-living measures.'

The prime minister accused One Nation of voting against his government's policies, which he says were designed to support Australians. 

'What I know is that in the Senate, they've opposed the increases that were put forward for the minimum wage,' he said. 

'They've said it should be easier to sack people. They've said as well that they've opposed the public housing and housing investments that we've made.

'They've opposed anything that will make a difference to people's living standards.' 

During her address, Hanson slammed public broadcasters and said she would axe SBS entirely. 

She directly told a journalist that she wouldn't have a job if One Nation was in power. 

But Albanese said outlets such as the ABC and SBS remain central to Australia's democracy and should not be sidelined.

'I'll tell you what, the World Cup's on at the moment, and it has many millions of Australians watching it,' he said.

'I think that the idea that you just exclude media, and abolish SBS … I think I would hope that all media organisations come out and oppose that.'