Labor leader Bill Shorten has repudiated comments by a union boss which appear to threaten building inspectors.

Construction Forestry Mining and Energy Union Victorian secretary John Setka has threatened to publicly reveal the home addresses of Australian Building and Construction Commission inspectors.

Mr Setka told a rally in Melbourne on Tuesday ABCC inspectors needed to be "careful".

"They have got to lead these secret little lives because they are ashamed of what they do," he said.

"You know what we're going to do? We're going to expose them all.

"We will lobby their neighbourhoods. We will tell them who lives in that house. What he does for a living, or she ... They will not be able to show their faces anywhere. Their kids will be ashamed of who their parents are when we expose all these ABCC inspectors."

Employment Minister Michaelia Cash has flagged a referral to police.

Mr Shorten says he understands the frustration with bad industrial laws, but this was not advanced by "breaking the law".

"I repudiate in the strongest terms what was said yesterday," he told reporters in Canberra on Wednesday.

"We believe the best way to change bad laws is to change about government, not by breaking the law."

Labor frontbencher Anthony Albanese told Adelaide radio 5AA the comments were shocking, especially in the way they targeted children.

"The comments are offensive. I completely repudiate them," Mr Albanese said.

He understands the matter had been referred to police "and that is appropriate".

Asked why Labor continues to accept the support of the CFMEU, Mr Albanese said the average construction union branch member was "someone who goes to work, someone who cares about occupational health and safety for themselves and their fellow workers, someone who wants to earn a decent day's pay to put food on the table of their families".