Newly elected Senator Lucy Gichuhi has made a "smart" choice if she's opted out of a merger between Family First Party and the Australian Conservatives, Labor Senator Penny Wong says.

Family First founder, former church pastor Andrew Evans, has told ABC radio that the party is merging with Cory Bernardi's conservative group - set up earlier this year - but that Ms Gichuhi has chosen not to be part of the amalgamation.

The High Court confirmed last week the Kenyan-born lawyer will fill the upper house vacancy created by the departure of Family First's former senator Bob Day.

SA Senator Penny Wong says she thinks the merger is about the "hard right of the Liberal party flexing it's muscles" and if reports about Ms Gichuhi going it alone are true then she has made a smart choice.

"I think that she's been smart enough not to go along with what is self-evidently a political game that seems to have very little to do with voters and a lot to do with political games in Canberra," she told ABC radio on Wednesday.

Liberal SA Senator Simon Birmingham said if Ms Gichuhi will not be part of the union it appears to have "fallen apart already before it's even got off the ground".

Senator Nick Xenophon added on ABC radio he thought Ms Gichuhi has a "very tough" time ahead of her but that he will be willing to offer her his assistance.

Senator-elect Gichuhi has been contacted for comment.