Liberal Senator Jacinta Nampijinpa Price has criticised the Prime Minister over his "extremely misogynistic" comments on a podcast last week.

Anthony Albanese has faced criticism for comments he made on the Bush Deep podcast after he said he would shag pop superstar Kylie Minogue while playing a game of "shag, marry, date" with host Nikki Osborne.

On Monday, the Prime Minister — who is currently in the Pacific on a diplomatic mission — issued a statement through his office, apologising.

"I apologise unequivocally for the comments," he said.

Speaking to reporters on Tuesday, Senator Nampijinpa Price said Mr Albanese needed to deliver a formal apology to women.

"What a shameful Prime Minister we have with his recent comments that he made on a podcast, which were extremely misogynistic," she told reporters.

"Not just about an iconic Australian pop singer such as Kylie Minogue, but also in relation to the Japanese Prime Minister.

"This Prime Minister should stand before the Australian people, stand before women right around our country and apologise unreservedly himself. Not through a statement, but for the sake of every single woman in this country and girl child in this country, that his behaviour is unacceptable."

Other politicians have also criticised the Prime Minister's "entirely inappropriate" answers, with Community Strong MP Zali Steggall arguing he should never have participated in the game.

"He needs to learn to push back, lead by example and call it out as sexist," she said this week.

Senator Nampijinpa Price said the Prime Minister was setting a poor example for young men across the country.

"What sort of message is he telling our young men that it's okay to treat women and objectify them in this manner?" she asked.

"It is highly inappropriate."