Wyatt Roy was condemned by Prime Minister Malcolm Turnbull and Foreign Minister Julie Biship after SBS News revealed he was caught in a gun-fight between Kurdish Peshmerga forces and fighters from the so-called Islamic State near Sinjar, close to the Syrian border.

The Kurdish-controlled area he visited is near Mosul, which is a declared conflict zone under Australian law, meaning Australian citizens are legally banned from entering.

During Senate estimates, Greens Senator Nick McKim asked Australian Federal Police Commissioner Andrew Colvin whether Mr Roy was being investigated.

"We're very conscious that it was a high profile matter and we did our own due diligence to satisfy ourselves, but no we don't have a current open investigation in relation to that," Commissioner Colvin told the hearing.

"Based on the public reporting we did form a conclusion that we didn't believe any offences had been committed.

"I guess I should leave commentary about the appropriateness of the activity to the government, which they have made comment on but we have no active investigation in relation into his movements."

Mr Turnbull blasted Mr Roy for the trip last month.

"I'm disappointed in Wyatt, he shouldn't have gone to Iraq," he said.

"He was acting in defiance of government advice. It was very stupid.

"Australians should not go to those parts of the world."

He Turnbull said he would be giving some "very sage and stern advice" upon Mr Roy's return to Australia.

Foreign Minister Julie Bishop said former Liberal frontbencher Wyatt Roy's trip to Iraq was "irresponsible".

"He has placed himself at risk of physical harm and capture, and acted in defiance of government advice," Ms Bishop said.

At Monday's hearing, Attorney-General George Brandis said Senator McKim's question was not appropriate.

"Mr Roy is a private citizen and was a private citizen at all relevant times," Senator Brandis said.

"I just wonder why the affairs of a private citizen, who is not under investigation... should be a matter for this estimates committee."

Mr Roy has since staunchly defended his trip to the Kurdish-controlled region, saying he wanted to educate himself about the conflict and support the Kurds with resources and in their fight for statehood.

Travel plans did not raise any alarms

Australia’s Border Force said former Assistant Innovation Minister Wyatt Roy may not have immediately come under suspicion as he left the country.

“Unless Mr Roy was on an alert or profile, we would not have necessarily intervened with him,” acting Australian Border Force Commissioner Michael Outram told a Senate estimates committee.

Labor Senator Kim Carr was incredulous when told Mr Roy’s travel didn’t raise any alarms.

He showed Border Force officials pictures of Mr Roy’s Facebook page showing him in Iraq with soldiers.

AFP confirms to #estimates that no investigation was launched after former Coalition MP @MrWyattR made a trip to Syria. #auspol @SBSNews pic.twitter.com/edvQ2pToY5 — David Sharaz (@DavidSharaz) October 17, 2016

“There’s no direct flights to Iraq or Syria, they’d have to go through a hub somewhere and it wouldn’t be immediately apparent to the Border officer that [the] final destination is Iraq or Syria,” said Mr Outram.

Border Force officials were unable to immediately tell Senators whether Mr Roy’s travel documents revealed where he was travelling to or whether he was questioned by any officials.

Queensland Coalition Senator Ian Macdonald said Mr Roy’s privacy should be protected.

If his travel plans were revealed, he should be also able to ask for other former politicians’ travel plans, like former Prime Minister Kevin Rudd, Mr Macdonald said.

“We would be loath to provide private travel information,” Immigration and Border Protection Secretary Michael Pezzullo told the same committee.

“Our privacy obligations are ones we take very seriously."

It comes as the Australian Federal Police revealed there are still approximately 100 Australians fighting in the conflicts in Iraq and Syria.

There are arrest warrants for a number of the foreign fighters, as well as “arrest” and “reception” plans for them if they returned to Australia, according to the AFP.