Labor, the Greens, One Nation and independent MP Zali Steggall have all backed a senate inquiry into the controversy surrounding Senator Bridget McKenzie.

The national auditor found while while Senator McKenzie was sports minister she awarded most of the grants to seats being targeted by the coalition during the election last year.

There have been multiple calls for Senator McKenzie, now agriculture minister and deputy Nationals leader, to resign over the scandal.

Labor leader Anthony Albanese said Senator McKenzie's position was untenable and a Labor minister caught up in a similar controversy in 1994 had resigned.

Senator McKenzie is refusing to apologise, insisting no rules were broken with frontbench colleague Peter Dutton saying the situation was nothing new.

One Nation leader Pauline Hanson says if the inquiry is a chance to also see if Labor and the Greens have been pulling similar stunts, she'd support it.

Ms Steggall compared Prime Minister Scott Morrison's handling of the controversy to the Australian cricket team's ball tampering scandal, saying captain Steve Smith stepped down.

"The standards of the members of your team, they're a direct reflection on the standards of you as a captain," Ms Steggall told ABC on Friday.

"We really need a national integrity commission ... how low are you prepared to let the standard drop."

Australian Associated Press