THE 2DayFM prank call tragedy has embarrassed Sydney in the eyes of the world but the two radio presenters could never have foreseen the consequences of their mischief and will also be suffering, NSW Premier Barry O'Farrell said.

"Is it the publicity you want [for Sydney]? Absolutely not. Will we get over it? Yes. But nothing can bring back a nurse who has taken her life, apparently because of this episode," Mr O'Farrell told reporters.

He said 2DayFM presenters Mel Greig and Michael Christian, who have been stood down amid global outrage, would never have dreamed their hoax call to King Edward VII Hospital in London would lead to the suicide of Jacintha Saldanha.

The 46-year-old nurse is believed to have taken her own life after forwarding a call from Greig and Christian, pretending to be the Queen and Prince Philip, to the ward of the Duchess of Cambridge where a second nurse disclosed private details of the pregnant Kate Middleton's condition.

"I don't imagine in any way that those who were engaged in a typical FM radio stunt ever thought it would lead to this. I think there are some people today who are suffering - not just the family of the nurses - but those who in some way were involved with what appears to have been the trigger for this tragedy.

"As long as there has been FM radio there has been prank phone calls, I'm not endorsing them, but regrettably this has led to a tragedy, a real tragedy and I'm sure it will send a message to the industry."

Mr O'Farrell compared the current outrage to New Idea blowing the cover of Prince Harry when he was secretly serving with the British Army in Afghanistan in January 2008.

The premier cautioned against a "knee-jerk reaction" on tougher radio regulations as federal communications minister, Stephen Conroy, said there had been a flood of complaints over the hoax but said it was up to the independent broadcasting regulator to decide whether there had been any breach of the commercial radio code of practice.

The Australian Communications and Media Authority confirmed on Saturday it would be talking to the owner of 2DayFM, Southern Cross Austereo.

A spokesman for Prime Minister Julia Gillard said in a statement: "This is a terrible tragedy. Our thoughts are with [Ms Saldanha's] family and friends at this time."

Greens leader Christine Milne took to Twitter shortly after the first news reports of the death filtered through and appeared to initially lay blame on the radio hosts' actions.

"I am so sad that highly respected nurse and loved mum of two children is now dead because of radio prank. Aust hearts go out to her family," she tweeted.

When a Twitter user questioned her statement, saying "agreed prank was wrong but suicide never about just one thing," the Senator replied: "Agreed, but sad that we millions in Aust who, on hearing the prank, worried she might lose her job, didn't stop to tell her that."

Opposition spokesman for Communications, Malcolm Turnbull said: "All Australians will be shocked and dismayed by the tragic death of the British nurse Jacintha Saldanha. I offer my condolences to her two children, now without a mother, her family and friends.

"The independent regulator, ACMA, has stated that it will be engaging with the licensee of 2Day FM whose staff telephoned Ms Saldanha and impersonated Her Majesty the Queen as a means of obtaining information about the medical condition of the Duchess of Cambridge. 

"Given the gravity of this matter and the likely involvement of the police as well as the ACMA, I have no further comment on these tragic events today."

Beyondblue chairman Jeff Kennett said Australians should the radio hosts.

"When they did this they had no intention to cause harm, it was a harmless prank," he said.

"Now they will be under extraordinary pressure and I just hope that they get our support and that their employer provides them with the professional support to help them get through what will be a terrible few weeks."