Prime Minister Malcolm Turnbull says he is aware of a police investigation into a domestic violence allegation against decorated veteran Ben Roberts-Smith, declining to comment on specifics but declaring that Australia has "zero tolerance" for violence against women.

Responding to a Fairfax Media investigation into Mr Roberts-Smith's conduct while serving in Afghanistan with the elite Special Air Service Regiment and accusations relating to an incident in Canberra, the Prime Minister said a police inquiry was under way.

"I am aware of the allegations, complaints have been made to police and they will be dealt with appropriately," Mr Turnbull said on Friday. "I can't make any comment on the specific matters because they are being dealt with by the police."

He condemned any violence against women, adding that disrespect towards women "is how violence against women begins".

Mr Roberts-Smith, who is one of just three living recipients of the Victoria Cross for Australia, the nation's highest military honour, issued an emphatic denial of the allegations, labelling them a "catalogue of lies, fabrications and misrepresentations". He said he would vigorously defend himself against the "malicious" claims.

“I do want to say today that I unequivocally deny any physical abuse of any woman at any time ever, and that I have not at any stage been interviewed by police about any purported complaint by any woman," Mr Roberts-Smith, now an executive at Channel Seven, said in a statement.

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“I am deeply troubled that alleged evidence given on oath before the [Inspector-General of the Australian Defence Force] inquiry has been canvassed in the press and that Fairfax has allegedly accessed it. Not only is it illegal, it is unfair to people who haven’t given evidence and it has the potential to undermine the fairness of the inquiry."

The celebrated soldier said he was confident "direct witnesses will categorically demonstrate the falsity" of all the allegations made against him.

Based on interviews with veterans, officials and people familiar with Mr Roberts-Smith's personal conduct, Fairfax Media detailed his involvement in small SAS patrols accused of bullying, intimidation and the mistreatment of unarmed Afghans.

The allegations are among those being considered in an inquiry into SAS conduct by the Inspector-General of the Australian Defence Force.

Fairfax Media also reported Mr Roberts-Smith had an extramarital relationship with a female lawyer who accused the former soldier of an alleged act of domestic violence at the Hotel Realm in Canberra this year.

Former Australian of the Year and domestic violence campaigner Rosie Batty voiced her support for Mr Roberts-Smith, warning against a rush to tear down heroes through unproven allegations.

Ms Batty, who met the Victoria Cross winner when the Australia Day Council he led selected her as Australian of the Year 2015, said the 196-centimetre "gentle giant" had always behaved in a kind and caring manner in her presence.

While she had only interacted with the former solider in a professional capacity, Ms Batty said her impression was based upon having spent time with Mr Roberts-Smith, his wife and daughters.

She added that the veteran was "a target for women" due to his high profile, in reference to the alleged extramarital affair that was the backdrop of the incident being investigated by police.

"I don't want to disbelieve people, because I do think we too readily disbelieve people, but you've got to be careful what mud we throw and how that sticks and how it ruins people," Ms Batty said.

"If there is a proper investigative process it should be taking its due course and we shouldn't be trying to throw mud until we know exactly the outcome."

Ms Batty also expressed concerns that the term "bully" was wielded too readily in Australian society.

"Legitimate bullying, there is absolutely no place for it. But I am very concerned about how ready we are to jump into labelling people as bullies," she told Fairfax Media on Friday.

"We put them up, we give them awards, we expect them to act in ways that none of us would ever, ever dream of doing - and then we haunt them and discredit them and want to ruin them."