Labor is goading Scott Morrison to declare his position on the establishment of an anti-corruption watchdog.

The prime minister is facing increasing pressure to set up a National Integrity Commission, with Opposition Leader Bill Shorten ramping up calls on Monday.

While Labor has vowed since January to introduce the watchdog if it wins the next election, Mr Shorten wants to start the process immediately.

"After three months (as Prime Minister), time's up, Mr Morrison - you should now declare your support for this body," Mr Shorten said.

"We will work with the coalition, but we will not wait for them. The people of Australia deserve nothing less."

Mr Shorten has written to Mr Morrison and when parliament resumes on November 26, the opposition will seek support from the crossbench on the issue.

But Leader of the House Christopher Pyne laughed off Mr Shorten's tactics and played down any need for a watchdog as similar bodies already exist at state and territory level.

"I like the way Bill Shorten writes letters to the prime minister and releases them to the press before they even get to the PM, so they're not really designed for a bipartisan approach," Mr Pyne told Sky News on Monday.

"The easiest thing to do is call for another organisation, costing money, giving it extra powers. I don't think it is necessary at a national level."

Mr Shorten believes there is an appetite among the crossbench for the commission, but would not confirm if he had discussed it with the newest MP, Kerryn Phelps.

Labor wants Attorney-General Christian Porter to work with opposition spokesman Mark Dreyfus on leading the consultation.

Former prime minister Malcolm Turnbull and Mr Porter were reportedly working on the policy earlier this year, before Mr Turnbull was turfed out of the prime ministership.