But they have expressed serious concerns for the jihadi bride's two young children, who are trapped with her in a Syrian refugee camp for Islamic State families.

The woman, believed to be 24-year-old Zehra Duman from Melbourne, is being held at a refugee camp in north-east Syria and says she wants to come home because her baby is sick.

Prime Minister Scott Morrison pushed back against her pleas for help.

"If you're coming home, you're coming home to face the full force of the law," he said in Melbourne on Thursday.

"The great tragedy is how children get caught up in the crimes against Australia of their parents."

The prime minister said people who travelled overseas to support terrorists should be aware of the consequences.

"They have to take responsibility for those decisions to join up with terrorists who are fighting Australia," he said.

"I'm not going to put any Australian at risk to try to extract people from those situations."

Opposition Leader Bill Shorten also feels for the children and extended family involved.

"I don't have the same sympathy for the parents who have taken them to fight in a war zone - especially to fight on the ISIS side," he told reporters.

Mr Shorten questioned whether the children would be separated from their parents if they were allowed to return to Australia, asking who would look after them.

He said Australians could not travel to Middle Eastern war zones "for whatever crazy reason" and simply come home when it didn't work out.

"You make your bed, you've got to lie in it," Mr Shorten said.

"Parents who take their kids to war zones get no sympathy. What are they thinking? I don't care what their logic is. Putting your kids into that sort of situation is just selfish and wrong."

Australian Associated Press