The former Liberal turned independent gave his valedictory speech to the Senate on Wednesday, fighting back tears while delivering a final a message to his colleagues.

"Be bold. Be strong, be honest with your colleagues and be true to yourself. Know that when your time comes, like it has mine, you will only ever regret the things you chose not to say," he said.

"If only I'd known that all those years ago - you can imagine the result."

Senator Bernardi was twice dumped from the frontbench for making controversial comments.

Along with the bestiality scandal, he was sacked on another occasion for accusing a Liberal colleague of suggesting he would have joined the Labor Party if he lived in a different area.

Senator Bernardi quit the coalition in 2017 to start his own political party, which he later disbanded after dismal election results.

Australian Associated Press