NSW Premier Chris Minns has denied claims he and Prime Minister Anthony Albanese do not get along, despite admitting there are times their relationship can get "uncomfortable".

Minns last week criticised measures in the federal budget that overhauled negative gearing and the capital gains tax, claiming they were unfair on his state.

Sources cited one incident where Minns and Albanese were involved in an argument shortly before a press conference in the aftermath of the attack, where 15 people were killed.

Speaking on 2GB, Minns admitted the pair "disagreed on a lot", but claimed he had no recollection of a spat.

"I think we probably had 100 or 150 conversations during that period. I don't remember it being particularly acrimonious," he said.

"There might have been a disagreement about what to say in that media conference that was taking place immediately afterwards."

Minns admitted there were times where he had to stand up for his interests as Premier of New South Wales, which could lead to some tough conversations.

"I'm always going to fight my corner, and my responsibilities are different to his. I have to stick up for New South Wales," he said.

"I have to sometimes put on the boxing gloves and make sure that we get our fair share, and sometimes that's uncomfortable in terms of the relationship."

However, he flatly denied claims their relationship was "on the rocks", and said Albanese has helped fight for New South Wales before, even going against his own officials.

"When it comes to natural disasters or crises, he's been excellent," Minns said.

"He never goes missing, he answers the calls straight away, he never says no."

"When the chips are down, he's been excellent, and he's been a good partner through this period."