Former prime minister Scott Morrison has told churchgoers they should put their trust in God — not governments — during a speech focusing on anxiety in Perth.

Mr Morrison was a guest speaker at a birthday event for Pentecostal church the Victory Life Centre, founded by tennis champion Margaret Court, on Sunday.

In an address lasting almost 50 minutes, the sitting Cook MP said government was "important" but he was thankful "we have a bigger hope" than politicians.

"We trust in Him. We don't trust in governments. We don't trust in United Nations, thank goodness," Mr Morrison said.

"We don't trust in all of these things, fine as they might be and as important as the role that they play.

"Believe me, I've worked in it, and they are important.

"But as someone who's been in it, if you are putting your faith in those things like I put my faith in the Lord, you are making a mistake.

"They're earthly, they are fallible. I'm so glad we have a bigger hope."

The comments came in a speech centred on anxiety and mental health in the community, an issue Mr Morrison said he was concerned about "as a Member of Parliament".

He said God understood anxiety was part of the human condition and pointed to stories in the Bible — such as Mary's pregnancy with Jesus — as evidence "he gets it, he understands it, he sees you".

"He ensured this was written for what you're going through right now ... so you can know that he knows," he said.

"And he is there, an ever-present help, in times of need."

He clarified he meant "everyday anxieties", such as worrying about the effects of climate change, and not mental health conditions requiring clinical diagnosis and treatment.

Mr Morrison said identity politics was something he had "always railed against", saying people were not defined by their beliefs or grievances.

The 54-year-old, who was elected to the southern Sydney seat of Cook for the Liberal Party in 2007, has always spoken openly about his faith while in office.

During his maiden speech to parliament, he revealed he "made a commitment to my faith" at a young age and paid tribute to church leaders including Hillsong founder Brian Houston.

He said Australia was "not a secular country" but a "free country" where people had the freedom to hold any faith they choose.

"My personal faith in Jesus Christ is not a political agenda," he said in 2007.

"For me, faith is personal, but the implications are social—as personal and social responsibility are at the heart of the Christian message."

Mr Morrison also said he believed it had become "fashionable to negatively stereotype" people who professed their Christian faith as "extreme"

During his time in Canberra, he served as immigration minister and treasurer under prime ministers Tony Abbott and Malcolm Turnbull respectively, before being appointed to the top job himself following a leadership spill in 2018.

In 2019, against the odds, Mr Morrison led the Coalition to federal election victory in what he described as a "miracle".

After losing this year's election to Labor's Anthony Albanese, Mr Morrison stepped down as Liberal leader and moved to the backbench.

On Sunday, Mr Morrison said he believes God has a plan for him after his election loss.

"I do. Because I still believe in miracles," he said.