Alexander confident of retaining Bennelong

Former Liberal MP John Alexander expects to retain the federal seat of Bennelong in the by-election on December 16 despite Labor trotting out former NSW premier Kristina Keneally as his opponent.

The tennis legend resigned last week as a result of his concerns over his citizenship status.

He hit the streets of the electorate on Wednesday with Foreign Minister Julie Bishop.

Mr Alexander told reporters in Eastwood it was "very difficult when your father is born in 1907 and came here as a three-year-old and what the laws were pertaining to citizenship then".

"There was no question that I was Australian and solely Australian."

Ms Keneally conceded she was the underdog but was confident despite the coalition dredging up old political baggage from her tenure as premier of NSW.

"We put forward a strong case ... we stand up for the community, this community will vote for Labor."