Foreign Minister Penny Wong has cautioned former Victorian premier Daniel Andrews to be "mindful" about the message he sent by attending a huge military parade in Beijing earlier this week.

The Coalition has furiously criticised Mr Andrews for joining several authoritarian leaders — including Russian President Vladimir Putin and North Korean dictator Kim Jong Un — at the massive spectacle held on Wednesday to mark the defeat of Japan in World War II.

It has also pressed Prime Minister Anthony Albanese to condemn Mr Andrews, saying he assisted China's efforts to give the spectacle international legitimacy.

When asked about the matter, Ms Wong did not directly criticise the former premier, but said all Australians needed to be "mindful" about the signals they sent by attending events.

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