Hockey jokes about Turnbull's Trump jokes

Peter Mitchell, AAP US Correspondent

Australian Ambassador Joe Hockey has cracked a couple jokes at a Washington DC event while defending Prime Minister Malcolm Turnbull's "off-the-record" jibes at US President Donald Trump.

Mr Hockey said there had been no reaction from the White House following Mr Turnbull's comments.

"No, the administration hasn't rung us up and I haven't been hauled into the White House and been sent back to Australia ... so far as I'm aware," Mr Hockey said to laughs at a question-and-answer session hosted by the Stimson Center on Thursday.

"Although I saw a series of black cars outside."

Mr Hockey compared Wednesday's Parliament House Mid Winter Ball in Canberra to the White House Correspondents' Dinner where roasting is traditional.

The Canberra ball, however, is an off-the-record event where Mr Turnbull presumed his comments would not be made public.

"In Australia it has always been behind closed doors," Mr Hockey explained.

"Unfortunately, for the first time I think in 20 years it was reported on and of course the comments were taken completely out of context which is very disappointing.

"But, there has been no reaction (from the White House) that I'm aware of."

Mr Turnbull poked fun at Mr Trump at the ball, by using the president's trademark words "winning" and "believe me" and describing his May meeting in New York with Mr Trump as "the most beautiful putting-me-at-ease" meeting ever.

The prime minister also ventured into the political land mine territory of Mr Trump and his relationship with Russia.

"I have this Russian guy," Mr Turnbull said.

"Believe me it's true, it is true."

Mr Turnbull's comments are making news in the US.

The American media, including CNN, the New York Times, USA Today, Time, CBS and Newsweek, are all reporting on Mr Turnbull's playful mocking of the president.