Federal Labor frontbenchers have downplayed their relationships with former New South Wales powerbroker Eddie Obeid, following revelations a number of them stayed at his Perisher ski lodge. 

Mr Obeid's business dealings are being investigated by the NSW Independent Commission Against Corruption (ICAC) over allegations he conspired with the state's former mining minister, Ian Macdonald, to get insider information about mining tenders. 

He has denied the allegations and yesterday declared: "I don't believe my family does anything shonky". 

During a fiery appearance before ICAC yesterday, it was revealed that Mr Macdonald had stayed for free at the Obeids ski resort in the Snowy Mountains. 

But Mr Obeid said others had done so too, including federal Labor ministers Bill Shorten, Tony Burke, and former senator Mark Arbib, as well as New South Wales party figures John Robertson, Morris Iemma and Carl Scully. 

Mr Shorten was quick to reject the suggestion, but Communications Minister Stephen Conroy instead confirmed he had stayed at the lavish resort. 

"Tony Burke invited me to come and stay in a spare room with him at Perisher and I took the opportunity," Senator Conroy told AM. 

He said the accommodation had now been added to the Parliament's register of members' interests, given the media attention, but said none of the Obeids were at the resort at the time.

"I don't think - and I could be wrong - but my recollection is I've never as much as had a cup of coffee with Eddie Obeid."

Mr Burke also played down his relationship with Mr Obeid when asked this morning whether he was "good mates" with the influential NSW figure. 

"No, no. I'd served in the same parliament as him, and for a couple of years after that, I had an invitation to go there [the ski resort] on weekends that the family wasn't using the apartment," he told the ABC. 

Mr Burke said he stayed at the lodge on two occasions, but rejected suggestions anything was expected in return. 

He has previously described allegations before ICAC as "horrific" but added that they "couldn't be further away from the federal party".

Under the disclosure rules, federal MPs and senators are required to detail any gifts over a certain dollar value, although gifts received from "family members or personal friends in a purely personal capacity need not be registered unless the member judges that an appearance of conflict of interest may be seen to exist".

Both Mr Burke and Senator Conroy have amended their members' interests entry to reflect the accommodation.

The Coalition is demanding all Labor MPs now declare any gifts they have received from Eddie Obeid.

"We have revelations that the tentacles of Eddie Obeid have reached Canberra," Liberal Senator Eric Abetz told reporters outside Parliament House.

Liberal frontbencher Arthur Sinodinos, who is the former chairman of Australian Water Holdings, says he has had contact with one of Mr Obeid's sons, but never with Mr Obeid himself. 

"Never met him, never spoken to him or any of the others - apart from the one who was employed by a Queensland subsidiary of Australian Water Holdings," Senator Sinodinos told ABC NewsRadio. 

He said the corruption allegations being aired in ICAC were part of systemic problems that have been going on within the NSW Labor party for a long time.