Ms Liu, Australia's first Chinese-born member of federal parliament, made the inquiry at a security briefing for new MPs run by ASIO boss Duncan Lewis in June, The Australian reports on Wednesday.

She told Mr Lewis that being a Chinese migrant means she receives a great number of meeting requests.

The spy boss told Ms Liu ASIO doesn't clear visitors in advance, but would contact MPs afterwards if they met anyone believed to be a security risk.

The new MP also reportedly asked Mr Lewis whether the Chinese social media platform WeChat was a security risk, requiring her to delete it from her phone.

Mr Lewis noted WeChat has risks associated with it, but said individuals should decide what platforms they use.

The dialogue has been revealed after Ms Liu gave her first speech in parliament on Tuesday, with Prime Minister Scott Morrison coming to her side to wave to her excited supporters afterwards.

The speech pathologist replaces former Liberal-turned-independent MP Julia Banks in the Victorian seat, beating Labor's Jennifer Yang with a margin of about 1000 votes.

Australian Associated Press