Opposition Leader Bill Shorten says he hopes he is wrong about US President Donald Trump, whose views he has previously called "barking mad".

In his first National Press Club address of the year, Mr Shorten also criticised Prime Minister Malcolm Turnbull for not speaking out against Mr Trump's executive order on immigration.

Mr Trump's executive order placed a 90-day ban on travel from seven Muslim-majority nations: Iran, Iraq, Libya, Somalia, Sudan, Syria and Yemen.

There were fears that the ban would stop Australians who are also citizens of those countries from entering the United States, though the Turnbull Government has since stated this is not the case.

The Prime Minister has dismissed criticism about his refusal to condemn Mr Trump's visa ban, but Mr Shorten used today's speech to questioned his "silence".

"When you are the Australian Prime Minister, you stand up for Australian values," he said.

"When the German Prime Minister saw what was happening, she spoke up. When the Canadian Prime Minister saw what was happening, he spoke up. When the British Prime Minister saw what was happening, she spoke up.

"Our Prime Minister, when he saw what was happening, he stayed silent. There isn't much point in having the top job if you're not going to back in what you believe."

Earlier today, Mr Turnbull said his job did not involve publicly providing guidance for other leaders.

"When I have frank advice to give to an American President, I give it in private as good friends do - as wise Prime Ministers do - to ensure they are best able to protect Australia and Australia's best interests," he said.

Mr Shorten said he would not apologise for earlier remarks criticising Mr Trump, saying that politicians on both sides had made similar comments.

"Does our alliance with America mean that you have to agree with everything they say and do? I don't think so," he said.

"In terms of my comments about President Trump before the election, I seem to remember all sides of politics express some concerns about some of his views ... Now I hope I'm wrong. I hope that things work out."

In March, Coalition frontbencher Christopher Pyne said Mr Trump's growing popularity was "terrifying".

"I think the Donald Trump phenomenon is a real problem for the United States," he said at the time.

"It's making their democracy look kind of weird."

Shorten vows to help Coalition tighten expenses system

Mr Shorten also vowed to help the Coalition pass transparency reform, despite criticising the Prime Minister for not revealing his own electoral donations.

Earlier this month, Mr Turnbull announced a new compliance body to oversee parliamentary expenses, based on a similar system in the United Kingdom.

He said the new system - the creation of which will be overseen by Special Minister of State Scott Ryan - would allow the public to view expenses in "as close to real time" as possible.

Today Mr Shorten cited the wait for the publication of Mr Turnbull's own donations in pushing for reform.

"At 9am tomorrow - seven months after the election - Australians will finally discover how much their Prime Minister donated to his own campaign," he said.

"If 210 days of avoiding scrutiny is within the rules - then the rules are just wrong."