Australian politicians have brushed off suggestions that greater personal security might be in order following the daylight murder of British Labour MP Jo Cox.

Frontbenchers from both sides expressed their sincere condolences to Ms Cox's family on Friday, and Prime Minister Malcolm Turnbull said he was "deeply shocked".

But with two weeks to go until polling day, MPs agreed they must continue to walk the streets freely and without fear, despite a security incident at a Melbourne forum on Thursday night that was halted by the Federal Police.

"It is important ... that we don't change the way we behave," Industry Minister Christopher Pyne told an ABC Radio National live audience in Adelaide.

"We don't want to stop being able to be approached by our constituents. It would be a great tragedy if we changed that because of this kind of behaviour."

Mr Pyne said he used to have AFP security while he was education minister because authorities were concerned about the threat posed by angry students, a view Mr Pyne did not share. "I regarded them as being rather lively protesters," he said.

Labor leader Bill Shorten said he was confident security arrangements were sufficient and the shocking murder of Ms Cox on the streets of her electorate would not deter him or his colleagues from going about their daily duties.

"If we give up on being out there with the public, then we should give up our job," he said. "You might get a bit of free advice … but we've got a robust democracy. I trust the Australian people – always have, always will."

A man carrying a bucket of bleach was reportedly intercepted by the AFP at an environmental forum in Melbourne on Thursday night as he tried to approach Resources Minister Josh Frydenberg. Officers questioned the man but no charges were laid, AAP reported.

Mr Turnbull noted political violence was rare in Australia and Britain, but said the AFP paid close regard to the security of leaders and MPs. The murder of Jo Cox was "a very disturbing incident" and a reminder of the importance of resolving issues at the ballot box, he told 3AW radio.

Labor's campaign spokeswoman Penny Wong expressed concern about bullying and abuse on social media but agreed Australian political discourse remained relatively safe.

"We don't have a society where there's violence in order to express political views," she said. "The overwhelming majority of the Australian people are … willing to engage in a friendly way, in a respectful way, and have a debate."

But in Britain, several worried MPs said they had observed a rising tide of aggression, hate mail and trolling directed at politicians. "I've never seen anything like it," said Ms Cox's fellow Yorkshire MP Sarah Champion. "We're just doing our job."

Political tensions in Britain are running high as the nation considers whether to leave the European Union ahead of a referendum on June 26. Ms Cox was a passionate campaigner for Britain to remain in the Union.

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