Ms Bishop stressed the situation was still very fluid and she would be updated if any Australians were found to have been caught up in the attack at the Mandalay Bay Casino.

"I have been in contact throughout the night," she said on Tuesday morning.

"The consul general has confirmed there are no Australian victims but we are still making inquiries."

She said the Department of Foreign Affairs had received 150 calls from people trying to find their family and friends.

"We know that a number of Australians are there from social media but we have no information to suggest any Australians are killed or injured." she told Sky News.

Prime Minister Malcolm Turnbull said the Las Vegas shooting was a reminder there was no place for "set and forget" in national security.

"This is a reminder that we must constantly work to stay ahead of the threat, whatever the motives of threat, whatever the motives of those who seek to do us harm," he said in Sydney on Tuesday.

Mr Turnbull praised former prime minister John Howard for bringing in some of the strictest gun laws in the world in the wake of the Port Arthur massacre, which left 35 dead in Tasmania in 1996.

"And we remain ever vigilant to maintain them," he said.

"Another national gun amnesty has just concluded, and in the first two months, over 25,000 weapons were handed in."

Mr Turnbull said he would be convening a special summit of state and territory leaders this week to discuss how to further strengthen and harmonise against the threat of terrorism.

"Again, I offer my thoughts and prayers to the people of the United States," he said. "We grieve with the families of the victims."

Opposition leader Bill Shorten said Labor would work with the government on national security.

"We mourn for the losses of [the American people], we pray for their survivors and the best thing that we can do is fight to keep our gun laws as strong as they possibly can be," he said.

Ms Bishop said she had been in touch with US Secretary of State Rex Tillerson to extend Australia's condolences.

She confirmed US authorities had been in contact with the Department of Foreign Affairs regarding an Australian woman being treated by US authorities as a person of interest, 62-year-old Marilou Danley.

Ms Danley is believed to be the companion of 64-year-old gunman Stephen Paddock.

She was reportedly travelling in the Philippines at the times of the shooting that left 58 people dead and 515 injured in the deadliest mass shooting in US history.

"There are reports that her ID was used to book the hotel but investigations are ongoing," Ms Bishop said.

The Foreign Minister said her department had not had direct contact with Ms Danley.

"The US authorities were in contact with us about Marilou and I understand they have ruled her out as a person of interest as she was not in the US when this horrific incident occurred."

In an update on Tuesday morning, Las Vegas Metropolitan Police Department Sheriff Joe Lombardo said the gunman's female companion was still a "person of interest" and she would be interviewed when she returned to the US.

A NSW family caught up in the tragedy said they experienced the "scariest night of our life" and had to walk with their hands up across an empty casino.

Kevin Comerford, Nicole Shipman and her daughter Maddy Aspinall, 14, from Grafton in NSW, were in Las Vegas for one night only after a dance academy tour in the US had finished.

"This was supposed to be a one night special stop because we'd never been to Las Vegas before ... we were planning to live it up for one night and we've had probably the scariest night of our life," Mr Comerford told AAP on the phone.

Australian man Brian Hodge said he was staying in room 32134 of the Mandalay Bay Hotel and Paddock was in room 32135 as he fired at people at the music festival.

Mr Hodge, 36, said he was walking back to his room from a dinner out with his staff when bullets started raining down.

"It was hardcore, like it was full machineguns for 20 seconds and then it stopped for five seconds then it just went again it," he told Fairfax Media.

"There were so many shots fired, I couldn't tell you how many. A woman came right up to my face and she said 'you've got to turn back there is a shooter' and we all just started running."

Mr Hodge said he and his team of about 20 staff fled to a nearby lift and piled in with other terrified hotel patrons.

"When we got to the ground floor of the casino it was just utter chaos," he said.

Channel Seven journalist Ashlee Mullany said the noise "sounded too loud to be a gun".

"I felt sick to my stomach knowing that those hundreds of rounds that I heard were bullets raining down on those people that were just there enjoying a music festival," she told Sunrise.

It's not know whether any Australians were hurt in the attack.

"If you have any concerns for the welfare of family and friends in the Las Vegas area, you should attempt to contact them directly," a Department of Foreign Affairs and Trade spokeswoman told AAP.

People unable to make contact with loved ones should phone the DFAT emergency hotline: 1300 555 135, or +61 2 6261 3305.

Las Vegas Mayor Carolyn Goodman described the city as a "safe place" for tourists and called Paddock "a crazed lunatic full of hate".

AAP, with Melissa Cunningham