Centre Alliance senator Rex Patrick told the Senate on Wednesday morning Mr Setka's warning at a union meeting last week that "f---ing crossbenchers" would "wear the consequences" if they voted in favour of the union-busting Ensuring Integrity bill had been referred to the Australian Federal Police "who are now looking into the matter."

The controversial union leader rejected Senator Patrick's and Tasmanian senator Jacqui Lambie's allegation the comments amounted to "threats" aimed at influencing their votes, telling ABC Radio National on Wednesday morning he had only been "campaigning against draconian laws that people are considering passing".

Speaking in the chamber shortly after the interview, Senator Patrick rejected the controversial union leader's claim that his tirade was mere "political campaigning", saying they should be read in the context of an organisation which courts had found engaged in "the regular contravention of law", including "coercive conduct".

"No one in this chamber should ever cast a vote a particular way on the basis that if they don't, they will be subject to abuse. The Senate must not only protect its members, but the very core of democratic law making," he said.

Senator Patrick will move a motion on Thursday to refer Mr Setka's comments to the Senate standing committee on privileges to probe "whether there was an attempt to improperly interfere with the free performance by any senator of their duties".

The motion also calls for the committee to investigate "whether there has been any attempt to improperly influence any senator in their conduct ... by intimidation, force or threat of any kind".

If the Senate votes in favour of the motion, the privileges committee will consider whether Mr Setka should be held in contempt - in which case he could be fined or jailed.

Mr Setka said no "threat" had been made against the senators, who should "toughen up".

"When you're a politician, you've got to get used to campaigning. It's a two-way street; they have their say, I have my say," he said.

But Senator Patrick said the remarks made by Mr Setka at the union meeting went "beyond threatening to campaign against Centre Alliance at the next election - an action which one would correctly characterise as 'just politics'".

"Rather, Mr Setka foreshadowed members of his organisation crossing paths with myself and Senator [Stirling] Griff at future time and engaging in abuse."

He said he had been the "uncomfortable and concerned witness to two CFMEU members accosting former senator Nick Xenophon at Perth airport lounge at about the same time the ABCC and ROC legislation was being voted on" in 2016.

"It is not something that Senator Griff or I should have to factor in when dealing with how to vote in this chamber," Senator Patrick said.

"A very clear signal needs to be sent that this is not a situation that will ever be tolerated by the Senate."

Senator Patrick said the police investigation of the alleged criminal threat would be subject to "a different threshold" than any probe into whether he had attempted to "improperly influence" a senator.

He urged his fellow senators to vote to refer the matter to the privileges committee, the only body that could investigate an alleged contempt of the Senate.