Stuff-up or conspiracy? Stephen Conroy says one should always assume the former, although he has done little to quell the conspiracy theorists regarding his own mysterious resignation.

The outgoing Labor senator gave his first interview since quietly tabling his resignation speech last week, appearing on Andrew Bolt's program on Sky News on Tuesday evening.

He reiterated his reason for biting the dust - to spend more time with his family and children - and warned young political wannabes that he could no longer recommend a career in politics.

"If a young person, 25, walked up to me today and said 'Look, I really loved your career, I've really admired what you've done in politics, I really want to go into politics,' I'm not sure I could put my hand on my heart any more and say 'Hey, look, go for it, go for it like I did,' " Senator Conroy said.