Western Australia's shadow attorney-general has accused police of a cover-up, after it was revealed a weapon used in two notorious murders has been found despite being thought lost for many years.

Part of the weapon used by Simon Rochford in the killing of his girlfriend Brigitta Dickens and suspected murder of Pamela Lawrence in 1994, was found during an audit of exhibits two years ago.

The weapon was never found in the investigation into the death of Ms Lawrence in Mosman Park, a murder which led to the wrongful conviction of Andrew Mallard.

After the High Court overturned Mr Mallard's conviction in 2006, a cold case review identified Rochford as the likely suspect in Ms Lawrence's murder.

Rochford, who was serving a prison sentence for the murder of Ms Dickens, died by suicide in 2006.

Police determined that he had used a wooden stick with a blue weight attached to it in the murders of Ms Dickens and Ms Lawrence.

But the Corruption and Crime Commission (CCC) was told in 2007 that despite an extensive search of evidence and exhibits, Rochford's weapon could not be found.

Shadow attorney-general John Quigley said the Police Minister now had "some very serious questions to answer".

"What's happened and what is happening now has the stench of a cover-up," he said.

"It is very serious and now the Government should come out and say how long they have known about this, the police should come out now and produce the court order that they claim ordered the destruction of this vital piece of evidence.

"That's what my concern is, we're not being told the truth back then, we haven't been told the truth in the interim and now Police Minister [Liza] Harvey has some very serious questions to answer, as does the Commissioner of Police."

It was fragments of Prussian blue paint found in Ms Lawrence's wounds, matching similar fragments in Rochford's backpack, which eventually helped convince police he was the killer.

Officers had zeroed in on Rochford after identifying a palm print found at the scene of Ms Lawrence's murder during a cold case review.

A police spokesman said testing carried out on the weight collar since 2013 had confirmed "what had already been established- that the paint on the collar matched fragments found in Ms Lawrence's wounds and in Rochford's backpack."

Questions over search for weapon

Mr Quigley, a former police union lawyer who later campaigned for Mr Mallard's release, questioned whether the search for the missing weapon was a serious one.

"The search was incompetently conducted, and we can go back through a number of very serious cases where their searches for critical evidence has been incompetent.

John Quigley has also accused the Police Minister of keeping secret the discovery of the weapon. ( Jonathan Beal: ABC )

"In the Mallard case, they couldn't find the palm print that proved that Rochford was the murderer and not Mallard.

"So I'm concerned that this is a further case of police incompetence, and more concerningly, a cover-up."

Mr Quigley also suggested the State Government must have known something of the discovery.

"It's very, very serious, and we want to know why the Government since 2013 has kept this secret too? Why has Police Minister Harvey kept this secret? She'd have to know."

Police Minister Liza Harvey has been contacted for comment.

Destruction of exhibits

A police spokesman told the ABC "under established evidence protocols of the time there would have been an order for destruction of exhibits at the conclusion of the appeal period."

"For reasons unknown this didn't occur with the collar," the spokesman said.

Mr Quigley said in his experience, he was aware of orders being sought for destruction of evidence relating to other cases.

"If the police are saying there was an order for the destruction of this exhibit, produce the order," he said.

The weapon used to kill the two women was previously described as a wooden stick, such as a broomstick, with a dumbbell weight attached.

A weight collar is used in bodybuilding to hold removable plates onto the bar.

In 2007, counsel assisting the CCC Jeremy Gormly told the commission that Rochford retained the weapon after the murder of Ms Dickens but appeared to have "dismantled the weapon into its two parts and stored them in different parts of his baggage, possibly in two different backpacks."

While police confirmed the weight collar was found in 2013, they have made no mention of the stick.