The Prime Minister's being told to come clean on exactly what's happening with his Northland MP Mike Sabin.

John Key's refused to make any substantive comment about Mr Sabin amidst speculation the MP is subject to a police investigation.

Labour Leader Andrew Little says Mr Key would know if an investigation is happening.

"And he should tell the public, the public are entitled to know. If there is an investigation, tell the public. If there isn't, tell the public."