WESTPAC chief executive Gail Kelly has urged other business leaders to work constructively with Prime Minister Julia Gillard and put aside the combative approach that some have taken to her minority government.

In a rare public endorsement from one of the nation's most powerful bosses, Ms Kelly said Ms Gillard was ''a consultative person'' for whom she had ''a very healthy respect''.

''It's important that big business rolls up its sleeves and engages constructively, and I think the Prime Minister is also adopting this approach,'' Mrs Kelly told The Age.

Mrs Kelly's stance is in sharp contrast to some of her peers in big business, particularly in the mining industry, who have been publicly at loggerheads with Ms Gillard's government over policy issues.