Prime Minister Anthony Albanese says Nationals MP Barnaby Joyce needs to explain himself after being filmed lying on a footpath in Canberra's entertainment precinct late at night.

Footage published on Friday by the Daily Mail showed the federal MP lying on the ground on the phone after he appeared to have fallen off a planter box on Lonsdale Street in Braddon.

Mr Joyce said the incident was "very embarrassing" and happened when he was walking back to his accommodation after parliament had risen late at 10pm.

The prime minister firstly said the incident was a matter for the Nationals party, avoiding making a comment when asked about it during a radio interview on Friday.

Opposition Leader Peter Dutton said he would have a conversation with Mr Joyce about the incident this week, but suggested someone should have helped him.

Treasurer Jim Chalmers said any consequences in terms of his position on the Coalition frontbench was a matter for the Nationals, when asked on Sky News.

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