The Foreign Affairs Department did not know about an unprecedented letter from North Korea to Australia before Julie Bishop made it public.

Opposition foreign affairs spokeswoman Penny Wong noted the timing of a media report about the letter coincided with the announcement that Jacinda Ardern, with whom Foreign Affairs Minister Ms Bishop had a spat in August, would be New Zealand's next prime minister.

Department of Foreign Affairs and Trade officials appeared at a Senate estimates hearing on Thursday and said the first they learned of the letter was in the media despite Ms Bishop's office receiving the letter in late September.

It urges parliaments of different nations to turn away from US President Donald Trump.

The letter, from the foreign affairs committee of the North Korean Supreme People's Assembly to Australia's parliament, reportedly arrived via Australia's embassy in Jakarta.

However, DFAT said the embassy had no record of receiving the document nor had it been asked to provide an interpretation of its content.

Ms Bishop said the letter was a clear sign international diplomatic pressure and economic sanctions on North Korea were working.

Independent senator Jacqui Lambie described it as a "warning shot".

"It's telling us to piss off in no uncertain terms," she told the hearing.