Prime Minister Kevin Rudd says he "fundamentally" disagrees with some of his nephew's controversial artwork and opinions but has defended his right to free speech.

Van Thanh Rudd made headlines recently after dressing in a Ku Klux Klan outfit and staging a demonstration against racism outside the Australian Open in Melbourne.

His website includes artworks depicting cricketer Shane Warne shouting next to the coffin of a dead Australian soldier and another, entitled The Rape, showing rugby league players grappling with each other on a bed in a hotel room.

Elsewhere on the site a painting called Portrait of an Exploding Terrorist depicts a suicide bomber with Jesus's head and a halo of American, British, Israeli and Australian flags being dismembered by an explosion outside the Sydney Opera House.

View Van Thanh Rudd's website here.

Mr Rudd conceded that he finds his nephew's views "frustrating" but says he is entitled to express his opinion.

"Do I agree in any way with what he's done? No I don't, absolutely," he told Fairfax Radio.

"I just want to put a bit of context in this, that it's a wide and broad family.

"His dad's a Vietnam veteran - my brother.

"This bloke [Van Thanh Rudd] has got a couple of brothers, one of whom's a policeman, the other of whom is in the Australian Defence Force. I don't think anyone knows that."

Mr Rudd also said he hadn't spoken to his nephew for "quite some months".

A painting by Van Thanh Rudd depicting Ronald McDonald running with the Olympic torch past a burning monk has previously been banned by Melbourne City Council.