Pauline Hanson is set to announce an appeal against her defeat at last month's NSW election, saying she feels "cheated" out of votes in her bid for an upper house seat.

Ms Hanson, who lives in Port Stephens, is expected to call a press conference tomorrow to announce she will lodge an appeal in the NSW Supreme Court calling for a recount in the Legislative Council, the Newcastle Herald reports.

Pauline Hanson ... failed to win a seat in upper house. Credit:Getty Images

She confirmed that her legal representatives were planning to lodge the appeal documents today.

She said she would release a statement after the documents had been filed.