The federal opposition launched repeated attacks on Senator Gallagher in parliament over the possible use of the former Liberal staffer's rape allegation for political gain.
Senator Gallagher was accused of misleading the Senate by suggesting she was not aware of Ms Higgins' rape allegations before they were made public in 2021, despite leaked text messages suggesting otherwise, claims denied by the senator.
Despite the repeated questioning, Senator McKenzie said Senator Gallagher still needed to address aspects of the case.
"There are very legitimate questions when it became apparent that Senator Gallagher knew prior to these allegations being made public," she told ABC's Insiders program on Sunday.
"Questions still remain about the compensation payout (received by Ms Higgins) ... there are still legitimate questions to ask about that process."
In 2021, Ms Higgins alleged she was raped by fellow Liberal staffer Bruce Lehrmann in the office of then-minister Senator Linda Reynolds two years earlier, which he has always denied.
She reached a confidential settlement with the Commonwealth in December 2022 after she launched legal action against her employers in the former coalition government.
Senator Gallagher said the repeated questioning in relation to the allegations would be a deterrent for other women coming forward, sentiments that have been echoed through the week by Prime Minister Anthony Albanese.
But Senator McKenzie said the opposition had struck the right tone with the questioning during Senate question time throughout the week.
"We were sticking to the factual pieces that we wanted to ascertain, and I think that was the right way to go," she said.
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