One Nation senator Malcolm Roberts has urged Australia to leave the United Nations and lashed out against climate change scaremongering in his first speech to parliament.

The controversial senator also called for a new people's bank, describing the international banking sector as one of the "greatest threats to our liberty and life as we know it".

Government had become a "beast" that only wished to control people's lives and tax people, he said.

Greens senators refused to get up and congratulate Senator Roberts, as is customary, once he wrapped up his speech on Tuesday night.

Even his party leader, Pauline Hanson, appeared to roll her eyes and shake her head when Senator Roberts paid tribute to her.

Senator Roberts, a vocal climate change denier, said Australians were sick of scaremongering over climate change.

He accused activists of using pictures of "cute, smiling dolphins" instead of science and said the "hyperbolic predictions" of economist Ross Garnaut and scientist Tim Flannery had not come to pass.

The Bureau of Meteorology had "manipulated" the facts, he said, as he vowed to stand firm against "extremist advocates" in parliament who wanted to deindustrialise the nation.

He likened himself to the Greek philosopher Socrates, asking questions to get to the truth.

"We cannot and do not affect global climate," he said.

Senator Roberts vowed to overturn climate policies, insisting they were hurting the poor.

Australians were taxed enough, he said.

"The biggest purchase of our life is not our home, it's government.

"We work Monday to mid-morning Thursday for the government."

He said Australia must leave the UN, which he described as "unelected swill" destroying Australia's sovereignty.

He praised Britain for voting to leave the "socialist monolithic monster" European Union and called for migrants to Australia to be tested on their commitment to Australian values.

Labor senator Murray Watt later took a swipe at One Nation in his own first speech, insisting the shift toward division was out of step with Australian values.

Australians wanted a plan for jobs, not conspiracies, he said.

"Not one of them tells me their burning issue is to abolish the Family Court, that climate change is a UN-sponsored conspiracy or obsesses over halal certification of food," he said, referring to One Nation policies.