But Mr Gallacher says a police investigation is the best way forward.
"They are probably the best placed to investigate those matters because they are the ones trained to investigate the way in which police actually conduct their duties,'' Mr Gallacher told ABC Radio today.
Federal Liberal MP Malcolm Turnbull, whose Wentworth electorate includes Kings Cross, defended the actions of officers involved in the case.
"The police at Kings Cross are dealing with what is on many nights, particularly on Saturday nights, effectively a war zone,'' he told ABC Radio.
He pointed the finger at the NSW government, saying it needed to do more about licensing restrictions in that area.
A rally protesting the shooting will be held outside NSW Parliament House this afternoon.