"I've read a lot and I've read the book on it,Port Arthur. I read a book on it,on Port Arthur. A lot of questions there,"Senator Hanson says in the video.
Al-Jazeera's first report on One Nation and the US National Rifle Association (NRA) was shown on the ABC on Tuesday night. A second report is still to be broadcast.
Senator Hanson called the broadcast an"al-Jazeera hit piece".
"After the full hit piece has been released I’ll make a full statement and take all appropriate action,"she said on Twitter on Tuesday.
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When contacted on Wednesday night,Mr Ashby would not comment on his or Senator Hanson's remarks about Port Arthur.
Port Arthur was the site of Australia's worst gun massacre and led then prime minister John Howard to introduce some of the world's strictest gun laws.
Senator Hanson has previously denied any link between her party and Port Arthur conspiracy theories.
"We do not support any conspiracy theories regarding Port Arthur or[gunman] Martin Bryant,we do believe that he has been convicted of this and he's been charged over it,and that he is guilty of the offence and the crime committed at Port Arthur,"she said,according to a transcript of a 2001 interview with the ABC.
On Tuesday,Mr Ashby and One Nation's Queensland leader Steve Dicksonwere forced to deny they had travelled to the United States to solicit donations from the NRA in order to weaken Australia's gun laws. Their denialfollowed the release of other footage from al-Jazeera.
And Mr Ashby blamed alcohol for some of the footage.
"I will be the first to admit,we'd arrived in America,we got on the sauce,we'd had a few drinks and that's where those discussions took place – not with any potential donors,no one but Rodger Muller,Steve Dickson and myself,"Mr Ashby said.