Australia's longest serving foreign minister says not since the Cold War has he seen an ambassador behave as "recklessly" as China's ambassador to Australia did this week.

The Federal Government has described Ambassador Jingye Cheng's comments in an interview with the Australian Financial Review as "threats of economic coercion".

Mr Cheng suggested the Chinese public may boycott Australian products or decide not to visit Australia in the future if the Government continued its push for an inquiry into the origins of COVID-19.

"If the mood is going from bad to worse, people would think 'Why should we go to such a country that is not so friendly to China?'," he told the paper.

"Maybe the ordinary people will say 'why should we drink Australian wine? Eat Australian beef?'"

Former foreign minister Alexander Downer says the ambassador's conduct is almost unprecedented.

"Not since the days of the Soviet Union have I seen an ambassador behave in such a reckless, undiplomatic way. And what is the problem? I mean the Prime Minister has just said that there should be an investigation," he told ABC RN's Between The Lines.

"The Chinese ambassador's reaction is as though China has been cornered and told that it's guilty.

He says while China can "of course decide that they don't want to import anything from anywhere around the world", that would hurt an economy already suffering as a result of the coronavirus crisis.

"I mean it's just a completely absurd proposition," Mr Downer said.

Mr Downer says there must be an impartial investigation into the cause of the outbreak.

"The global economy has been brought to a halt, 200,000 people are dead as a result of it," he said.

"We've got to investigate it. And we've got to find out how it happened. And I'm very surprised that the Chinese should be so resistant to getting to the heart of what happened."

Unlike current Foreign Minister Marise Payne, Mr Downer says the WHO should lead the probe.

"It should be led by the World Health Organization, it should include epidemiologists and other scientists from a variety of different countries, including but not exclusively Western countries and obviously people from China," he says.

"It should be wide-ranging, it needs to try to establish how this happened. Not to investigate the behaviour of the Chinese government, I don't think that is going to be very politic, but to investigate how this virus broke out.

"That is what we need to investigate and that's what we need to understand. So we never see it happen again."

In a statement released on Tuesday by China's Embassy, Mr Cheng said he "flatly rejected the concern expressed from the Australian side over his remarks".

It said he "called on Australia to put aside ideological bias, stop political games and do more thing to promote the bilateral relations".

That same day Trade Minister Simon Birmingham said the Government would continue to push for an investigation.

"Australia is no more going to change our policy position on a major public health issue because of economic coercion or threats of coercion, than we would change our policy position in matters of national security," he said.

Mr Downer says he believes Australia's economic relationship with China will largely return to "business as usual".

"It's in China's interest that they import the raw materials that drive the Chinese economy from Australia," he said.

"Of course they can decide they don't want to import them from Australia, [but] where else are they going to get them from and at what price?

"It's not as though China has all that many choices so I think largely things will return to as they were."