Falun Gong [practitioners] have told a protest at Parliament House they have been repeatedly denied visas to China because of their involvement with the practice.

The protest comes a day after Canadian Falun Gong practitioners demanded their Government stop Chinese officials monitoring members in Canada.

Today, practitioners urged the Federal Government to investigate what they have called the harassment of their members in Australia.

Australian citizen Grant Lu says he has been monitored by Chinese officials and has been refused permission to travel to China because he practices Falun Gong.

"I'm [an] Australian citizen, but still in Australia, [it's] not safe - it's a big problem," he said.