The Australian Government has confirmed a member of the so-called Bali Nine has lost his final avenue for appeal against the death penalty in Indonesia.

Myuran Sukumaran has been officially denied a presidential pardon for his role in attempting to traffic heroin to Australia in 2005.

Sukumaran and fellow convicted drug smuggler Andrew Chan have been on death row since 2006.

Prime Minister Tony Abbott said he hoped their executions would not go ahead.

"We oppose the death penalty for Australians at home and abroad," he said.

"We obviously respect the legal systems of other countries, but where there is an attempt to impose the death penalty on an Australian, we make the strongest possible diplomatic representations. As Julie Bishop has indicated, that's happening right now."

However, Mr Abbott said he would not jeopardise Australia's relationship with Indonesia.

Ms Bishop said diplomatic efforts would continue to try to spare the men.

"We oppose the death penalty and we will continue to advocate to ensure that Australians facing the death penalty are not executed," she said.