Alan Jones says he is a victim of a ruthless social media campaign but remains unfazed by the mass exodus of advertisers.

"It seems to be OK that you can, in social media, about Alan Jones say, 'We should kill him'," he told Nine News. "The language being used about me is extraordinary."

"I've got no comment about the advertisers, they can make their own judgment – but they go, there will be others to take their place."

The comments come as a member of Jones' on-air team has complained to the ABC's Media Watch program after it aired five-day-old audio of the shock jock urging Prime Minister Scott Morrison to give New Zealand's Jacinda Arden "a few backhanders".