Bangladeshi nationals living in Australia have been warned to be vigilant at all times in the wake of the Christchurch terror attacks, Bangladesh's Foreign Ministry has advised.

In a statement released this week, the Foreign Ministry cited the alleged gunman and Senator Fraser Anning as evidence that Australia was not safe for Muslims and immigrants.

Bangladeshi men demonstrate after the Christchurch mosque massacre on Friday. (AAP)

"Hours after the shocking attack on two mosques in New Zealand, an Australian Senator issued a statement blaming mosque massacre on Muslims and expressed growing fear within Australian community of the increasing Muslim presence in Australia and New Zealand," the statement said.

"Such extremist stand from an Australian Lawmaker triggers fears of hatreds of racisms in Australia."

The statement came with a warning for Bangladesh nationals.

Bangladesh has issued a travel advisory for its citizens in Australia. (AAP)

"In this backdrop, Bangladesh nationals living in Australia and Bangladesh nationals travelling to Australia are advised to be vigilant at all times, particularly in public places, stay informed of potential risks to safety and security by monitoring the media and other local information sources."

The Bangladesh High Commission in Canberra issued a firmer warning for Bangladeshis in New Zealand on Friday.

"All Bangladeshi citizens living in New Zealand in general and in Christchurch in particular are requested to keep calm, avoid places of congregation and to follow instructions from the Police at all times."

Bangladesh has cited Fraser Anning's comments when advising its citizens to be careful in Australia. (AAP)

The Canberra High Commission also covers New Zealand.

The Australian Department of Foreign Affairs currently advises people not to travel to Bangladesh, citing the high risk of terror attacks, political violence, armed robbery, kidnappings and monsoonal weather conditions.

There are 41,000 people born in Bangladesh living in Australia, according to the most recent census.