Attending a morning tea with religious leaders at Parliament House for National Day of Unity, Mr Turnbull said the tragic killing of police accountant Curtis Cheng earlier this month was a "reminder" of how important it was for Australians to work together.

"That murder was an assault, not just on Curtis Cheng ... on the values that keep us united," he said.

"That is what we must remember. Those who oppose us, those who seek to do us harm want to divide us.

"We answer them best by being strong and resolute in our unity and that is what we are saying today."

The Prime Minister's comments follow anti-Islam rallies over the weekend. Police estimated more than 600 people attended a demonstration in Bendigo, while a small group gathered in Parramatta on Friday, chanting anti-Islam slogans.

National Day of Unity is set up by the Lebanese Muslim Association and Welcome to Australia, which promotes better understanding of asylum seekers.

"We must encourage and educate our communities in the attitudes of mutual respect, understanding and acceptance of one another," Lebanese Muslim Association president Samier Dandan said.

"I think it is imperative now, more than ever, that we try to overcome our differences and misunderstandings and open our hearts to each other."

Mr Turnbull was joined by Opposition Leader Bill Shorten and Greens Leader Richard Di Natale at the morning tea.

"This nation can only succeed when we work together," Mr Shorten said

"Faith in this country should never be something whereby some people seek to exclude others."

Senator Di Natale said his "heart sings" when he sees the "wonderful diversity that is here before us".

"The people from many different cultures, backgrounds, religions, coming together ... making us the most successful multicultural nation on earth."

More than 50 representatives of Muslim, Christian, Jewish, Buddhist, Hindu, Sikh and Bahai faiths attended Tuesday's event.

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