A Perth university student has left Australia to join the Islamic State terrorist group, becoming the first known recruit for the militants from Western Australia.

Muhammed Sheglabo migrated from Libya in 2010 and had been studying economics at Murdoch University.

Last month, the 23-year-old told his parents he was going camping but instead he took a flight overseas.

Family members say they did not even know he had gone overseas until police told them.

Sheglabo is thought to be with IS forces at the Syria-Iraq border.

Earlier this month he used Twitter to say: "Pass my greetings to my family and tell them don't cry, be happy, ur son is here."

He has also posted photos of himself wearing combat clothing, and wielding knives and AK-47s.

Family 'devastated': father

Outside the family's home in suburban Perth, Sheglabo's father said the family was reeling.

"We are devastated, we have lost our beloved son," he told journalists.

"He was [a] very nice son, nothing wrong with him."

He said the family wanted to deal with the issue privately.

"We are a small family with school-aged kids and I have to look after them as any family do."

A Murdoch University spokeswoman said Sheglabo had not finished his degree but did not re-enrol in any courses this year.

She said he spent several years studying biochemistry before switching to economics.

Sheglabo 'known to police'

WA Police Minister Liza Harvey said Sheglabo was known to authorities.

"That person was known to police," she said.

Sheglabo posted a number of photos on his Twitter account. ( Twitter: Muhammed Sheglabo )

"That issue is now the responsibility of the Commonwealth Government, and they will now continue to work on that matter."

Ms Harvey said she would not comment on the operational aspects of the police investigation.

"Suffice to say that police are aware of these people, they keep a watching brief on a range of people in our community who have become concerning to them," she said.

"This issue of the radicalisation of young people is an issue that the authorities ... are working together to try to break the back of this.

"Australians do not want our youth radicalised in this way, we do not want terrorist activity on our soil, and our authorities are doing everything that they can to try and ensure this doesn't happen and to prevent it."

Ameer Ali, a Murdoch university economics lecturer and former chairman of the Australian Federation of Islamic Councils, was shocked but not surprised that a WA student had left to fight for IS.

"I thought that uni students would be much more mature - they can be critical and they can analyse what they hear - but it looks like the types of students we are getting in universities are no different to others outside of the universities," he said.

Doctor Ali called on religious leaders to voice their opposition to Islamic State.

"I haven't heard so far any single imam in this country that has named IS and condemned it," he said.

"They should have done this very often in their sermons but I haven't come across any of this."

Meanwhile, Prime Minister Tony Abbott has written an opinion piece saying he is "appalled" that many Australians fighting with IS were receiving government benefits before they flew overseas.

Writing in The Saturday Telegraph, Mr Abbott said a federal investigation provided to him in September revealed 55 out of 57 Australians who went to fight with IS were on some form of welfare payment.

He said Australians would be angry their tax dollars were being used to support "bloodthirsty killers".

The Prime Minister will deliver a major national security address to Parliament on Monday.