A protester, yelling obscenities, stormed the stage and forced the Prime Minister to stop speaking during his major economic address in Melbourne.

The woman — holding a sign that read "FFS close the bloody camps" — made it within metres of Malcolm Turnbull.

"For f***'s sake Malcolm, close the f***ing camps," the protester yelled at Mr Turnbull.

Agnes Prest from the Whistleblowers Activists and Citizens Alliance came within metres of the Prime Minister, making her message clear. ( AAP: Tracey Nearmy )

Organisers tried to dim the lighting as the woman was approached and ushered off the stage.

At least five other protesters were held back by security in the room.

The Australian Federal Police have confirmed four protesters were escorted from the event.

In a statement to the ABC, an AFP spokesperson said it was "an avoidable incident" which has prompted a security review.

"Beyond this particular incident, the AFP does not comment on operational security matters in relation to the Prime Minister," it read.

The protesters were from Whistleblowers Activists Citizens Alliance (WACA).

The protester held a sign which read "FFS close the bloody camps". ( ABC TV )

Spokeswoman Sam Castro said the protest was aimed at shaming Mr Turnbull over offshore detention policies.

"We have known for years that we are torturing, abusing and indefinitely detaining people on Manus Island and Nauru," she said.

"It's time for the Government to acknowledge that their policy and successive government policy, including the Labor Party's policy, has failed.

"It has resulted in us torturing more than 1,000 people who have been left to rot on Manus and Nauru.

"I think Malcolm Turnbull heard us loud and clear."

It is understood the protesters entered the venue claiming to be part of the media.

'Don't sweep abuse claims under carpet': Shorten

Protester Gaye Demanuele is stopped by security. ( AAP: Tracey Nearmy )

Opposition Leader Bill Shorten on Wednesday again called for the Government to support a Senate inquiry into the immigration detention centre on Nauru.

More than 2,000 incident reports published by The Guardian last week outlined various allegations of abuse, including assaults, sexual assaults and self-harm between 2013 and 2015.

Immigration Minister Peter Dutton said some claims had been fabricated, a view echoed by the Nauruan Government in a statement issued on Tuesday.

Mr Shorten told reporters in Melbourne while the Nauruan Government should not be told how to conduct its politics, the Australian Government should be talking to officials.

"We do believe the Senate should investigate the most recent spate of serious complaints," he said.

"It is not good enough for the Immigration Minister to brush it all under the carpet and say 'there is nothing to see here' … I think it is appropriate for our Parliament to investigate these matters.

"I don't think they can be swept under the carpet."

Mr Shorten and his Labor colleagues have stopped short of supporting a royal commission into the allegations and have previously pressed its bipartisan approach to stopping people smuggling.