At least one of the two Australian suspected Islamic militants killed in a US drone strike in Yemen late last year had spent time in a terrorist training camp.

The Department of Foreign Affairs confirmed on Wednesday that two Australian citizens had been killed in a counterterrorism operation but stressed the Australian government had no involvement in, or forewarning of, the attack.

The department gave no details, but it was reported that the pair were among five suspected al-Qaeda militants killed in a Predator drone strike in November – making them the first Australian deaths under Washington's controversial program.

One man was named as Christopher Harvard of Townsville. The other, a dual New Zealand national, went by the name Muslim bin John but fought under the name Abu Suhaib al-Australi.

New Zealand Prime Minister John Key said on Wednesday that his country's intelligence officials knew of Muslim bin John's militant connections for ''quite some time''.