On the weekend before gunman Man Monis took a group of people hostage in a Lindt cafe in Sydney's CBD, an anonymous phone call was placed to authorities urging them to have a closer look at the self-proclaimed sheikh.

Within 48 hours of the tragic siege, which ended in the deaths of hostages Tori Johnson and Katrina Dawson as well as that of Monis himself, the National Security Hotline received a call urging them to check the gunman's website, News Corp has reported.

The caller provided no information about Monis' plans for the siege or even that he had a gun.

The call will be scrutinised during the government review of the tragic events that unfolded in Martin Place early this week.

Questions have already been raised about why Monis was allowed out on bail when facing charges of being an accessory to the murder of his ex-wife, and numerous sexual assault allegations.

Authorities are also scrambling to determine how the gunman could have slipped beneath the radar.

Police surround the Lindt cafe during the tense siege.

The review will take in Monis' social media accounts, where he wrote messages of support for the actions of extremist Sunni group ISIL and of the obsessive letter-writing campaign he carried out against the families of dead Australian soldiers.

It is set to be completed in January.

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