A News Ltd newspaper on Tuesday reported the federal police is investigating claims by the sect that an unsigned flyer is being distributed in its name in Mr Turnbull’s Wentworth electorate.
The sect already has denied claims by the Labor candidate for the seat, George Newhouse, that it is campaigning against him.
The Exclusive Brethren has told the AEC that the anonymous flyers are an attempt to discredit the group.
Labor frontbencher Anthony Albanese called on Mr Turnbull to state his relationship with the sect.
But Mr Turnbull denied any connection.
“I have no involvement with the Exclusive Brethren church at all,” Mr Turnbull said while campaigning in Bondi on Tuesday.
“No involvement and no knowledge of there supposed activities … I think this is an Albanese beat-up.
“I have no idea about what he’s talking about.”
An Australian Federal Police (AFP) spokesman confirmed it was evaluating an Australian Electoral Commission referral regarding advertising materials.
The Exclusive Brethren, which does not permit its members to vote, is currently under investigation by the AFP for funding the Liberal Party during the 2004 election.
It is claimed senior leaders of the sect channelled $320,000 to a company which used the money to fund pro-Liberal and anti-Greens political advertising.
The AFP is investigating the spending before the 2004 election of $370,000 on advertising by Willmac Enterprises, set up by church member Mark William Mackenzie.
Justice Minister David Johnston says the investigation is a matter for the Australian Electoral Commission, not the police.
The anonymous leaflet, titled Keep Australia Christian, urged a vote for the Howard government because of what it claimed were anti-family policies of Labor and the Greens.
These included what were purported to be Labor and Green policies on abortion, gay marriage, sex change operations, drugs and pornography.
Senator Johnston said an investigation should be carried out by the Australian Electoral Commission (AEC) not the police.
“I don’t think it is a matter for the federal police, it is a matter for the Australian Electoral Commission (AEC),” Senator Johnston told reporters.
“They’re the regulator, and if monies are paid in as by way of electoral funding, then they are declarable.”
Senator Johnston said he was unaware of “any secret dealings”.
“I’m not aware of their (Exclusive Brethren) dealings. I am not aware of them having secret dealings,” he said.
“It is very easy to say that when you are a small religious sect that you are a secret organisation, having secret dealings.
“I am not aware of that, and I think it’s probably unfair to paint a broad brush across them like that.”