Prime Minister Anthony Albanese was forced to evacuate his official residence in Canberra, The Lodge, on Tuesday over an unspecified "alleged security incident".

Police said at the time that they found nothing suspicious in their search and declared there was no threat to the public, without saying what sparked the incident.

"We made the report to the national security agencies, including police," Lucy Zhao, president of the Falun Dafa Association of Australia and host to the Shen Yun dance group, told AFP.

"We have to take it seriously."

An email threat was sent two days earlier seeking to stop a performance in Australia by the New York-based dance group which is linked to the Falun Gong spiritual movement, also known as Falun Dafa.

A copy of the Chinese-language email provided to AFP said "large quantities of nitroglycerin explosives" had been placed in the prime minister's residence.

"If the Shen Yun performance proceeds anyway, the prime minister's residence will be blown into bloody ruins," the email warned.

Zhao accused China's Communist Party of seeking to stop performances by Shen Yun internationally, including by sending threats.

China banned Falun Gong, which it calls an "evil cult", in 1999 after 10,000 members peacefully demonstrated outside a government building in Beijing.

In Beijing, a foreign ministry spokesperson told reporters this week that it was not aware of the facts behind the security incident.

"China has always opposed various acts of violence," the spokesperson said.

"It must be pointed out that the so-called Shen Yun performances are not any kind of normal cultural activity, but is a political tool used by the Falun Gong organisation to spread cult information and accumulate wealth."

Founded in 1992, Falun Gong claims nearly 100 million followers and has been subject to "persistent persecution" in China, according to a January 2024 European Parliament resolution.

Despite being banned in China, it has found a global audience with Shen Yun performances around the world generating revenues of US$46 million in 2022 alone, according to the ProPublica investigative news site.