Prime Minister Anthony Albanese said the government was verifying reports that fighting volunteers were killed by Russian troops.

Australian Prime Minister Anthony Albanese has pledged to take "the strongest possible action" against Russia if it is confirmed that Russian troops killed a Melbourne school teacher imprisoned in Ukraine.

Albanese's comments came after Seven News reported on Wednesday that Oscar Jenkins, who volunteered to fight with Ukrainian forces, is believed to have been killed.

Australia's Department of Foreign Affairs and Trade said it had not verified the report, which cited unnamed sources in Ukraine, but that officials expressed "grave concerns" about Jenkins' safety.

"We call on Russia to immediately identify Oscar Jenkins and we remain gravely concerned," Albanese told reporters in Tasmania.

"We will wait for the facts to come out. But if Oscar Jenkins was harmed in any way, it is absolutely reprehensible and the Australian Government will take the strongest possible action."

Australian Foreign Minister Anthony Wong said earlier that officials were conducting "urgent inquiries" about Jenkins and were considering "all options" for a diplomatic response, including the possible expulsion of the Russian ambassador.

"My heart goes out to Mr. Jenkins' family. For months they have lived with the fear and uncertainty of their loved ones as if it were a foreign war. I know these reports will be devastating to them , I thought about that too, and I believe a lot of Australians thought about that too," Huang told ABC radio.

Huang said Australia's relationship with Russia has been "tense" for many years, citing Russia's full-scale invasion of Ukraine in 2022 and the downing of Malaysia Airlines flight MH17 by a Russian-made missile in 2014, which killed 298 people. These include 38 Australians.

"We have always maintained that Australia has maintained diplomatic relations with Russia under different governments. However, once we have established the facts, and once we are able to verify with Mr Jenkins what is actually happening here, we will consider all options," Huang said .

Video circulated on social media last month showed Jenkins being interrogated in combat fatigues and being shot in the head by an unseen Russian-speaking man.

The 32-year-old is believed to be the first Australian to be held as a prisoner of war by Russian forces in Ukraine.

Excluding Jenkins, at least six Australians are believed to have been killed in Ukraine since Russia launched its invasion.

If his death is confirmed, Jenkins would be the first Australian prisoner of war killed by a foreign power since Horace William "Slim" Madden was imprisoned in North Korea in 1951.