Prime Minister Tony Abbott has denied being a bully when asked by an ABC radio host what credibility he has to front an anti-bullying conference.

Mr Abbott released a video addressed to the "boys and girls of Australia" telling them that as Prime Minister he is behind victims of bullying.

"There's no place for bullying on the playground or on the internet," Mr Abbott says in his pre-recorded video.

"If you are being bullied I want you to know that I'm behind you, your teachers are behind you and your family is behind you as well," the Prime Minister said.