Australian politician Cory Bernardi has told Prime Minister Malcolm Turnbull he is quitting his Government to sit on the crossbench as a conservative independent.

Ahead of an ecumenical service to mark the return of Parliament for the year today, Senator Bernardi reportedly phoned the Prime Minister to tell him of his intention to quit the Coalition.

Turnbull refused to answer questions as he arrived for the service in suburban Canberra.
But Peter Dutton - regarded as the leading conservative inside Turnbull's Cabinet - didn't hold back.

"I think people will be angry about any defection, angry about the betrayal of the Liberal Party values," the Immigration Minister told ABC radio.

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Dutton said he didn't believe other coalition MPs would follow Bernardi who is tipped to announce the formation of the Australian Conservatives party when he publicly reveals his future to the Senate later today.

Bernardi has been told by one his of soon-to-be fellow crossbenchers he risks losing his Senate seat if he quits the Liberal Party to sit as an independent conservative.

Liberal Democrat David Leyonhjlem told reporters in Canberra today he had a simple message for the renegade government senator: "Don't do it".

Changes to way senators are elected would make his South Australian seat much harder to retain, he warned.

But Bernardi would make a good replacement on small-L liberal economic issues after Family First senator Bob Day quit Parliament.

Government senator James Paterson said his thoughts were with Liberal voters in South Australia who would be feeling disappointed.

"I hope if Cory does go to the cross bench that ... he bears in mind he was elected on a Liberal Party platform," he told reporters.

Cross bencher Nick Xenophon turned up to Parliament House with a doormat emblazoned with US President Donald Trump's face and with the message: "Australia: not your doormat".

"It might make a good gift for Senator Bernardi," he said.

Cabinet minister Kelly O'Dwyer said Australians had no tolerance for parliamentarians on ego trips.

"They want to know that parliamentarians who are sent to Canberra are focused on their interests and focused on the broader national interest," she told ABC TV.

"I think that people would feel that their trust has been violated if somebody stood for a particular political party and then left that political party, particularly so soon after an election campaign."

- AAP