Opposition Leader Anthony Albanese has defended Labor's opposition to a parliamentary inquiry into allegations federal ministers interfered in visa applications for Chinese high rollers.

Crown Casino is facing claims it had a "hotline" to Australian consulates to fast-track visa applications, which the company denies.

Independent MP Andrew Wilkie said last week he had no doubt there were corrupt federal MPs in parliament who had allowed political donations to influence their decisions.

Read more Australian government orders investigation into Crown Casino controversy

But Mr Albanese said he didn't agree with Mr Wilkie's claims.

"I have not seen any evidence of direct corruption that I've seen, that has been proven in my time when I've been in parliament," he told the ABC's Insiders on Sunday.

Mr Albanese said the opposition supported the government referring the matter to the Australian Commission for Law Enforcement Integrity.

The Labor leader said a crossbench attempt to set up a parliamentary inquiry into the Crown allegations wasn't a "serious option" because independents and minor parties would have been over-represented.

"You don't conduct serious investigations with a parliamentary committee," he said.

"What you need is a body that has the same powers of a royal commission, which this body has."

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The ACLEI inquiry has been criticised because it has no power to investigate MPs and ministers, but Mr Albanese suggested that could be overcome.

"By investigating the department and who made lobbying exercises to the bureaucracy, then certainly by definition, MPs would be drawn into that if any MPs are involved," he said.

Labor is continuing to push for a National Integrity Commission, while Attorney-General Christian Porter is drafting a bill to establish a similar body.

A swag of crossbench MPs and senators have urged the government to create a corruption watchdog with real teeth.