A widely condemned neo-Nazi rally outside a state parliament has sparked a review of why police allowed the event to go ahead amid questions of how to combat similar anti-Semitic stunts.

Federal Nationals leader David Littleproud said the "disgraceful" display outside NSW parliament on Saturday should never have been green-lit by police.

"These sorts of animals shouldn't be allowed on the streets to chant that sort of hate," he said on Sunday."That's what they are - they're animals. They're perpetrating hate, they're trying to import hate from overseas into this country and we're better than that."

NSW Police should be held accountable for the oversight in approving the protest to go ahead, Mr Littleproud said.

The protest drew the immediate ire of leaders and Jewish community groups a

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