In an election result that proves incumbency, even during a pandemic and times of war, is no shield, Labor, led by Peter Malinauskas, defeated the Marshall government on Saturday after only one term.

The South Australian result is the first change of government in Australia since COVID arrived and first in the nation since the Marshall government was elected in 2018.

A federal election is due in May and the Morrison government is significantly behind in major opinion polls, but the Prime Minister is not buying into a link.

Asked by reporters in Sydney if he was nervous, Mr Morrison tried to bat the state election aside.

"I think state elections, and the new premier made this very point, even before the polls were opened, and that was that this election was being fought on state issues. The federal election will be fought on federal issues," he said.

"And what I know is that Anthony Albanese is not Peter Malinauskas. He's not any of the other premiers. He's not Annastacia Palaszczuk. He's, he's none of these other premiers. He's the federal Labor leader."

"And one thing that I've noticed is there is a big difference between Anthony Albanese as the federal Labor leader and what we see in the performance of some of his state colleagues. Mike McGowan's a good example of that. Anthony Albanese is no Mark McGowan, that's for sure."

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But Labor's Senate leader Penny Wong viewed the result as a rejection of both Mr Marshall and Mr Morrison.

A particular federal South Australian seat which the Morrison government must hold is Boothby in Adelaide's inner-south. Held by retiring MP Nicolle Flint and by the Liberal Party since 1949, it is one of the most marginal seats in Australia. But the state seat of Elder in the same area just fell to the ALP with a significant swing away from the sitting Liberal MP Carolyn Power.

"Scott Morrison was a drag on the Liberal vote here," Senator Wong told the Today Show on Sunday.

"I saw numbers that suggested that one in two South Australians - one in two - were less likely to vote for Steven Marshall when they were reminded that he and Scott Morrison were of the same party. There was a reason we had a lot of signage on the electoral booths with Scott Morrison on it.

"But we've got a long way to go when it comes to seats here in South Australia. We know it is going to be a really tough fight."

Government Senate leader Simon Birmingham told the ABC's Insiders program the 2022 election was "always going to be a challenging one" for the government.

"I don't think we have ever underestimated the challenges that lie ahead, but we remain determined to make sure Australians understand the choice ahead of them," he said.

"And that choice is between a strength of leadership and strength of economic management our government has delivered with 1.7 million more jobs created. And Anthony Albanese is a leader who has never supported a tax, and terms of economics management and national security are completely untested."

Meantime, the incoming South Australian premier has vowed to stand up for his state to whatever government is elected in May and has promised to acknowledge the federal Coalition where warranted.

"But I'm not going to be ScoMo's quokka, either," Mr Malinauskas told reporters in Adelaide, in a reference to a nickname for the outgoing premier.

"If they do something that I don't agree with, then I'm going to stand up and fight for our state's interest.

"And if the government changes federally in a few months' time, it'll be the same rules. If Federal Labor do something that hurts our state's interests, I'll take the fight up to them. But if they do something good by our state, I will applaud it."