Prime Minister Malcolm Turnbull has called on Australians of all faiths to stand united, declaring that the country will answer the threat of terrorism by "being strong and resolute in our unity".

Attending a morning tea with religious leaders at Parliament House for National Day of Unity, Mr Turnbull said the tragic killing of police accountant Curtis Cheng earlier this month was a "reminder" of how important it was for Australians to work together.

"That murder was an assault, not just on Curtis Cheng ... on the values that keep us united," he said.

"That is what we must remember. Those who oppose us, those who seek to do us harm want to divide us.