The family of an Afghan journalist killed during an insurgent attack near the main Australian base in Afghanistan is seeking asylum in Australia.

Omaid Khpalwak was mistakenly shot dead by US troops on July 28 during an attack in Tarin Kot, the capital of Uruzgan province.

Mr Khpalwak worked for an Afghan news service and freelanced for other media outlets, including the ABC and the BBC.

A NATO report found the soldiers opened fire because they thought he was a suicide bomber.

Mr Khpalwak's brother, Ahmad Jawid, says the family has received anonymous threats since his death and has requested asylum from Australia's embassy in Kabul.

"I want from Australian Government to please give us, to our family, the safety because Americans shoot us," he said.

Mr Khpalwak's family has rejected a compensation payment from the US military and wants asylum in Australia instead because Australian troops have a large presence in Uruzgan.

Mr Khpalwak's relatives are also demanding a further investigation into his death.

Mr Jawid says he is defiant despite receiving death threats from an anonymous caller.

Sorry, this audio has expired Sally Sara reports on asylum bid

"I told him I'm not stopping our investigation because when you want to shoot me, that's no problem for me, that's good for me because I want all the world to know why the soldier shoot one journalist," he said.

Mr Khpalwak's brother went to the Australian embassy in Kabul yesterday and met the deputy head of mission Adrian Morrison.

But Australian officials have told him that Khpalwak's relatives cannot be treated as refugees because they are still in their own country.

Press freedom activist Abdul Mujeeb Khalvatgar says the family is in danger.

"Tarin Kot is not a big city to just somehow hide yourself in some places. On the other hand, the family is now very known and familiar and famous because of the incident," he said.

"It is very important for the Afghanistan government as well as for international forces to do the very important steps which [are] needed for the family safety."

Mr Khalvatgar says Afghanistan is a dangerous place for local journalists and their families.

"Safety for a journalist is sometimes equal to safety for his or her family. In both instances it will affect the work of freedom of expression in Afghanistan," he said.