Her comments follow new allegations of corruption on Tuesday, with the former head of England's 2018 World Cup bid accusing senior officials of demanding cash and honours in return for votes.
In an explosive session of a British parliamentary committee examining England's failed bid, six members of FIFA's graft-tainted executive were accused of involvement in bribery before last year's votes to decide the 2018 and 2022 hosts.
British lawmaker Damian Collins said the hearing had received evidence FIFA vice-president Issa Hayatou from Cameroon and Jacques Anouma from the Ivory Coast received bribes of $1.5 million to vote for Qatar's 2022 bid.
Qatar won the race to host the tournament despite a damning evaluation report from FIFA on the oppressive heat in June and July in the Gulf nation.
Australia received just one humiliating vote and was eliminated in the first round, leaving its delegation stunned.
Canberra spent Aus$45.6 million ($49.5 million) trying to bring the World Cup to Australia and Gillard said it had been an "ethical and impressive" bid.
"I'm not here to give a critique on World Cup voting systems, but we were very disappointed," she said, referring to the way the vote went.
"We believed we put a bid in which was impressive, and we pursued that bid in an ethical and appropriate way."
Asked if she wanted to see a new vote, Gillard said: "Ultimately this is a question that needs to be directed to FIFA, the governing body."
FIFA has said there is no chance the vote will be re-run, although President Sepp Blatter, who is fighting for re-election, immediately vowed to address the latest claims.