Thousands of construction workers across Australia risk having their pay docked when they take part in rallies across capital cities on Tuesday, after the CFMEU was placed into administration by Attorney-General Mark Dreyfus, amid allegations of links to organised crime and corruption.

In a statement, a spokesperson for the Fair Work Ombudsman said if a worker failed to turn up or walked off the job without permission, it could be a contravention of workplace laws.

"Where an employee has engaged in unprotected industrial action, the employer is required under the (Fair Work) Act to deduct a minimum of four hours wages from the employee, even if the industrial action was less than four hours," it said.

Treasurer Jim Chalmers said the reaction to the union laws was not surprising, but called for calm.

"Obviously, when you appoint an administrator to a union and you move on a couple of hundred officials, there's going to be blowback, we expect that," he told ABC Radio on Tuesday.

"We want these protests to be peaceful today, but they're not surprising when you take on the leaders of a union with the sort of behaviour that has been alleged recently."

The old leadership of the CFMEU had flagged a legal challenge of the takeover, saying members were denied due process and their democratic rights.

Dr Chalmers said despite the protests, the administration laws for the union were necessary.

A spokesperson for the CFMEU administrator said, "The taking of unprotected industrial action is not lawful".

"The CFMEU is no longer involved in organising any protest tomorrow," they said.

NSW Premier Chris Minns said having administrators at the helm of the union meant the "bad eggs (were) absolutely" gone

"There might be a last gasp today, but nothing will change, and it's important that the new leadership of the CFMEU are put into place," he told 2GB.

With AAP.