Addressing the Anzac Day service at Loyalty Square in Balmain on Sunday, Mr Albanese said for many, war does not end when they leave the battlefield.

"It comes as some relief that, after a long campaign by relatives who've lost love ones, there will finally be a royal commission into veteran suicide," he said.

"This year alone, we have already lost 18 to suicide - and it is only April.

"To them, and all those who have gone before, and those who are at any risk now, we owe them this much at the very least."

He said many veterans had been fortunate to "turn the weight of war into something else", noting the life and work of his mentor and friend WWII veteran Tom Uren.

Mr Uren, a former deputy Labor leader and federal minister, saw the "very worst of humanity" as a Japanese prisoner of war.

"But in peace, he was forever after driven to seek out its best ... even when darkness surrounds us, there have always been Australians who instinctively rise to push it back until the sun shines upon us all again."

While not mentioning the royal commission, Prime Minister Scott Morrison - in his dawn service address in Canberra - acknowledged many veterans carried "the wounds and scars of war, seen and unseen".

He said families' "love, encouragement and prayers have sustained our soldiers, sailors, aviators, nurses, padres and peacekeepers - they have helped shoulder the burdens that follow service, too".

Australia's Middle East operations commander, Rear Admiral Michael Rothwell, said the royal commission was "very welcome".

"How that commission will go about effecting long-term change to best support our ADF members and veterans is most welcome," he told the ABC.

"And certainly the death by suicide of an ADF member or a veteran is something that's really tragic - not just for the families themselves but the wider ADF and veteran community."

Ex-Navy nurse and general manager of RSL Lifecare Veterans Services, Nicki Young, told AAP it was important to address the issue of veteran suicide.

"We also really encourage and urge the government to put in place all the recommendations that have already come before in the previous inquiry, and we'll support that in every which way we can," she said.

She said she had already met with national commissioner Bernadette Boss to share her organisation's thinking on improvements.

Soldier On chief executive Ivan Slavich said it was important to remember those who continued to suffer as a consequence of war service.

"More than 100,000 people have made the ultimate sacrifice - 41 in Afghanistan and 10 times that number have taken their own lives," he told the ABC.

"It is important that all Australians support veterans and their families."

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Australian Associated Press