Foreign Minister Julie Bishop has refused to condemn a Coalition MP for his planned attendance at a right-wing extremist rally, despite warnings from NSW Police about the rising danger of such movements.

Queensland Nationals MP George Christensen announced on Thursday that he plans to attend a rally in his electorate being held by anti-Islam group Reclaim Australia.

Nationals MP George Christensen (right) says a petition calling on Prime Minister Tony Abbott to block him from attending a Reclaim Australia rally is "intimidation". Credit:Alex Ellinghausen

Asked on ABC radio if it was appropriate for him to be attending, Ms Bishop said Australia has freedom of speech and assembly and "each member of Parliament will be held accountable for their actions".

"I don't know anything about the organisation. I certainly haven't been briefed on it. I've been briefed intensively and extensively on Islamic extremism and other threats to national security but I can certainly say that the security forces in Australia are keeping a very close eye on any form of extremism."