Tasmanian crossbench senator Jacqui Lambie has admitted her father was born in Scotland, but says she has no concerns about being a dual citizen.

Key points: Senator Lambie says her father came to Australia as an infant, both her parents were Australian citizens

Senator Lambie says her father came to Australia as an infant, both her parents were Australian citizens She says she will reveal citizenship documents when required to by Parliament

She says she will reveal citizenship documents when required to by Parliament Supports a citizenship audit of all parliamentarians

In a statement, Senator Lambie said her father migrated from Scotland as an infant, and she was satisfied her parents were both Australian citizens.

"His father, my grandfather, came to Australia to enlist in the Army in fact," she said.

"As far as I'm concerned, all their affairs are in order.

"A citizenship audit of all parliamentarians will clear the air once and for all, which is why I am supporting such a move 100 per cent."

According to the UK Government website, Australians are eligible for British citizenship if they were born to a British father.

The ABC has asked Senator Lambie whether her father renounced his citizenship and if not, whether Senator Lambie had renounced any British citizenship by descent.

Senator Lambie said she would reveal her citizenship documents when she is required to by Parliament.

Her admission comes after Prime Minister Malcolm Turnbull and Opposition Leader Bill Shorten failed to reach an agreement on how to resolve the citizenship saga gripping Parliament.

Mr Turnbull wants to force all politicians to declare their citizenship status to Parliament by December 18.

Mr Shorten wants documents to be produced no later than December 1.

Six federal politicians have been kicked out of Federal Parliament due to the dual citizenship provisions of the Constitution, including former deputy prime minister Barnaby Joyce.

Senator Lambie said she learned more about her father while writing her autobiography.

On Monday she asked her social media followers, "How many ex-pollies on a pension are dual citizens", encouraging them to share her post if they think they should be audited.