Premier Mike Baird has ruled out introducing any ban on Islamic veils in the NSW Parliament, as Australia's first female Muslim parliamentarian describes a proposal for a ban in federal Parliament as "racist dog-whistling".

But Mr Baird went to great lengths on Thursday to avoid criticising his friend and political ally, Prime Minister Tony Abbott, who had described women in Islamic veils as "confronting".

"It's not something that I would entertain in any way," the Premier told Fairfax Media-owned 2UE radio this morning. Mr Baird said he supported giving security agencies the power to run checks on people's identities when needed.

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