Australian Foreign Affairs Minister Julie Bishop signalled its government could not bail out of trouble the nine Australians who stripped down to their budgie smugglers bearing the Malaysian flag, at the F1 races in Sepang last Sunday.

She made it clear that Australia could not interfere in the laws of another country, adding that the group had acted in a premeditated manner, pointing out the swimwear they wore were bought in Australia.

"The Australian government can provide consular support, but of course as I constantly remind people, we can't bail you out if you get into trouble with the laws of another country, we can't interfere in the legal proceedings of another country any more than another country can interfere in our legal proceedings," she told the Nine Network.

Her stern reminder came as families of the men travel to Malaysia to be by their sides, reported the Sydney Morning Herald this morning.

Bishop said she wasn't sure if the nine, who are receiving legal advice and consular support, could have made a lapse in judgment, according to reporters Haylena Krishnamoorthy, Ava Benny-Morrison and Marissa Calligeros.

The Sydney Morning Herald added the Australians have been in custody since Sunday, as Malaysian authorities investigate whether they had breached the peace and disrespected the Malaysian flag, which was displayed on their budgie smugglers.

“As the fall-out from the display continues, Sepang assistant police commissioner Abdul Aziz Ali appears adamant the group had caused intentional insult and says he would have no hesitation in laying charges,” it further disclosed.

Prime Minister Malcolm Turnbull echoed Bishop's stand.

"When Australians are overseas, they should always be careful of, and respect, the laws of the country in which they are in," Turnbull told reporters in Sydney on Wednesday.

'Huge lack of respect'

Meanwhile there are Malaysians not amused by the incident.

"This shows a huge lack of respect to us as Malaysians; this is stupid behaviour from foreigners who have no sense of cultural sensitivity and respect," Sepang International Circuit chief Razlan Razali told local newspaper the New Straits Times.

“It embarrasses their own country as well; it gives Australians a bad name," he added.

Police say they will wait on advice from the deputy public prosecutor's office regarding charges, Selangor deputy head of district police Rusdi Mohd Isa said.

Rusdi told the Fairfax Media that the court's decision should be finalised today morning.

Besides stripping down, it was reported the men, aged 25 to 29, also drank beer out of their shoes, mimicking the actions of winning driver, fellow Australian Daniel Ricciardo, on the dais.

They chanted "Aussie Aussie Aussie, oi, oi, oi" for several minutes and wrapped themselves in Australian flags as they stood in the middle of the crowd, celebrating Ricciardo's win.

Among them was Jack Walker, an advisor to Australia's Minister for Defence Industry Christopher Pyne, and Victorian-born Timothy Yates, the son of the former consul-general in Libya, Tom Yates.

Tom Yates is now Australia's trade commissioner in Fukuoka, Japan.

Also among those detained are Tom Laslett, a senior project engineer, and Edward Leaney, who is general manager for his parents' company, Focus Uniforms.

Laslett's and Leaney's families are based on Sydney.

Branden Stobbs, James Paver, Adam Pasfield, Nick Kelly and Tom Whitworth were also detained. Most of the men were students at the University of Sydney.