We're not honourable losers: Shorten

Opposition Leader Bill Shorten insists he's in it to win the federal election despite a retiring colleague casting doubt on the party's prospects.

Responding to Labor MP Gary Gray's comment it was highly unlikely the opposition would clinch a first-term election, Mr Shorten agreed that Labor were the underdogs.

"We didn't join the Labor Party to be honourable losers - we are in it to win it," he told reporters in Perth on Wednesday.

Mr Shorten said it would be a hard election but insisted Mr Gray hadn't said anything new.

"I think he is making the point - and of course I've spoken with him - that it is a hard battle for a first-term opposition."

The Labor leader also batted away suggestions that the loss of three incumbent West Australian MPs - Mr Gray, Alannah MacTiernan and Melissa Parke - was a vote of no confidence in him.

He pointed to the retirements of several Liberals.

"Do you take from that same question that they don't think their guy can win?"