Rio Tinto has apologised for blowing up two ancient rock shelters in Juukan Gorge, about 1000km north of Perth in WA's Pilbara region, devastating the Puutu Kunti Kurrama and Pinikura people.

Federal Labor's indigenous affairs spokeswoman Linda Burney said the company had destroyed an irreplaceable site.

"They didn't act illegally so surely we need to be looking towards what the legislative response should be in terms of never allowing it to happen again," she told ABC radio on Tuesday.

Ms Burney called for Rio Tinto to open a proper discussion with traditional owners to determine how the company can make amends.

"I am really sick of - and I'm sure many other First Nations people are - the number of sites that get destroyed," she said.

"These sites are not just caves full of stuff, these are equivalent to some of the most iconic religious sites in other religions."

Indigenous Affairs Minister Ken Wyatt has flagged an urgent review into state and federal heritage-protection laws.

He said state laws had failed and indicated the Morrison government's review of federal environment laws could consider the blast.

The WA government had hoped to pass new Aboriginal cultural heritage laws this year, but coronavirus delayed consultations.

The bill is expected to allow agreements between traditional owners and companies to consider new information and changes with both parties' approval.

Rio Tinto has pledged to work with traditional owners to look at its approach to preserving heritage.

"As a matter of urgency, we are reviewing the plans of all other sites in the Juukan Gorge area," iron ore chief executive Chris Salisbury said.

Australian Associated Press