Independent senator Nick Xenophon wants the rules governing politicians' entitlements tightened to prevent former MPs who take up diplomatic postings from being able to simultaneously access their parliamentary superannuation.

Senator Xenophon said on Sunday that former treasurer Joe Hockey should not claim his parliamentary pension if he is appointed Australia's ambassador to Washington D.C., a move that is widely expected.

"I just want to help Joe Hockey achieve his dream of ending the age of entitlement," Senator Xenophon said in a reference to a speech Mr Hockey gave in London in 2012 when he called for the welfare system to be wound back.

Mr Hockey gave his final speech to Parliament on last Thursday in which he called on politicians to strike a bipartisan deal to end free education and healthcare for the well off.