Two female MPs abused online by far-right extremists say they will not be silenced as police defend not breaking up a neo-Nazi rally outside a state parliament.

Federal independent MP Allegra Spender and state Liberal MP Kellie Sloane have referred several inflammatory, misogynistic and violent threats directed towards them to police.

The politicians' overlapping electorates in eastern Sydney include large Jewish populations.

The threats followed their condemnation of 60 black-clad men, linked to the Nationalist Socialist Network, who assembled outside the NSW parliament on Saturday.

They shouted Nazi slogans and unfurled a large banner with the slogan: "Abolish the Jewish Lobby".

Ms Sloane said the government's handling of the rally was a "complete stuff-up".

She remained defiant in

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