Senior MPs from both sides of politics say sexual assault allegations against Federal Opposition Leader Bill Shorten should now be put to rest.

Yesterday Mr Shorten went public about rape allegations against him dating back to the 1980s.

Victorian Police had been investigating the matter but confirmed on Thursday they would not be proceeding with criminal charges.

At a press conference yesterday the Labor leader addressed the allegation, which was published on his female accuser's Facebook page several months ago.

"Late last year I learned that a claim had been made about me, going back to when I was 19," Mr Shorten said.

"I will not go into the details, except to say that the allegation was untrue and abhorrent.

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"The allegation was made by someone that I knew briefly at that time. There is absolutely no basis to the claim."

Mr Shorten said he cooperated with a police investigation "to clear my name".

The Opposition Leader said on Friday he does not intend to make further public comments on the matter.

"In all fairness, the police have concluded their work, they've made their decisions and now I think it's appropriate to draw a line under the matter and that's what I'm going to do," he said.

Labor's deputy leader Tanya Plibersek said Mr Shorten had made a gutsy decision to speak out.

"Bill didn't need to address this at all, he was not named in the original report," she said.

Coalition frontbencher Malcolm Turnbull has also backed Mr Shorten's decision to go public.

"It is very, very painful to feel that you are the subject of an unjust accusation," he told Channel Nine.

Prime Minister Tony Abbott declined to say whether he thought Mr Shorten had done the right thing identifying himself as the man at the centre of the allegations.

"When something like that is swirling around in the ether sometimes it's best to deal with [it] openly," he said.

"He's done what he thinks is best. It's a personal matter from a long time ago, and I think it's been dealt with."

Liberal senator Michaelia Cash praised Mr Shorten for speaking out.

"I respect the statement and as far as I'm concerned I don't believe my colleagues or I will be making any further comments on it," she said.

Labor MP Matt Thistlethwaite applauded Mr Shorten for speaking up.

"Bill's done the right thing. It certainly would have been tough," Mr Thistlethwaite said.

The woman who made the allegation said the sexual assault took place at a Young Labor camp near Geelong in the 1980s.