Acting Prime Minister Winston Peters has denied a claim he called under-fire deputy police commissioner Wally Haumaha to assure him "things would be okay", despite him being at the centre of a Government inquiry.

This afternoon, under the protection of Parliamentary privilege, National MP Chris Bishop alleged Peters contacted Haumaha after the inquiry was announced.

"He gave him assurances, or words to that effect, that things would be okay," Bishop claimed in Parliament, contact which he described as "deeply, wildly inappropriate".

However, Peters said he has not contacted Haumaha in relation to the inquiry.

"He hasn't made a revelation and I'm swatting-off this midge right now," he said in response to Bishop.

"There is no basis to Mr Bishop's claim that I rang Mr Haumaha after the inquiry into his appointment was announced, nor have provided any assurances on the matter."

"I have not called nor had any reason to call Mr Haumaha since the controversy."

Peters assured the public his office has checked all phone records since the inquiry into Haumaha was announced.

Peters announced the inquiry into the process which led to the appointment of Haumaha as the country's second most senior police officer soon after the Herald revealed controversial comments he made.

The inquiry is being conducted "by highly respected independent QC" Mary Scholtens.

Bishop called on Peters to explain the alleged phone call, as well as who invited Peters to a celebration for Haumaha's promotion to Assistant Commissioner last year.

Bishop also called for Prime Minister Jacinda Ardern to stand Haumaha down while he is at the centre of two investigations.

Mary Scholtens, QC, is heading the inquiry into the appointment process which was recently extended from six to 11 weeks to interview 44 witnesses which have come forward.

A second investigation, by the Independent Police Conduct Authority, is probing formal complaints of bullying by two women.]