But Peters said he had not been consulted, adding that being told in advance did not amount to consultation.
"I've got no idea why this is being requested by the Speaker at all. I have not been consulted on that matter, so I'm not prepared to make any comment at all."
Asked if he supported the review, Peters said: "We'll find out when the review happens."
He joked that the media had subjected him to bullying.
"I'm going to tell the interviewer that the only person being seriously bullied around this place for a long time is one Winston Peters - by people like you."
The review has been given renewed impetus following the sexual assault scandal surrounding Russell McVeigh, allegations of bullying behaviour against Botany MP Jami-Lee Ross - who denies acting improperly - and Dame Laura Cox's report into bullying and harassment in the UK's House of Commons.
It also follows the demotion of Meka Whaitiri over allegedly manhandling a staff member, though Whaitiri disputes aspects of the incident.
The review will be led by Debbie Francis, who has headed change projects across the private and public sector, as well as a culture change programme for the Defence Force.
It will encompass staff from Parliamentary Service, the Office of the Clerk, Ministerial and Secretariat Services/Department of Internal Affairs, contract staff and former staff.
It will look for patterns of behaviour from the start of the 51st Parliament, which began in October 2014, but any person who came forward with a historical case would not be turned away.
Confidentiality will be paramount, and all data will be destroyed when the final report is released - expected in May next year.
Act leader David Seymour said the main problem was that MPs could essentially treat their staff with impunity.
"There is no other workplace in New Zealand where you can be a bad boss and get rid of somebody, no questions asked, and some other entity - in this case the Parliamentary Service - picks up the tab. I think that's actually the biggest problem here.
"I, David Seymour, should be the employer of my staff, and then I can face the same employment laws that every other employer faces."
NZ First MP Tracey Martin said MPs could be better trained in managing staff.
"I'm a particularly nice person so there is no problem in my offices, but I would have liked some training."
National MP Mark Mitchell agreed, saying the induction process could be improved.
"If you've had no experience in managing people and staff, that in itself can create all sorts of challenges and stresses."
Green Party co-leader Marama Davidson welcomed the review and encouraged all staff and MPs to engage.
"I'm concerned. I want this place to be a safe place for all MPs and all staff."
Staff and former staff are invited to participate via secure online survey, one on one interviews with Francis, focus groups, or in writing via secure email of letter to a PO Box.
• Former staff who wish to contribute to the review can find information on the Parliament website
• For access to an online survey, to provide a written submission, or to set up one-on-one interviews, contact debbie@francisreview.nz
Staff access to support:
• 0800 PP ASSIST (Parliamentary People Assist Line for access to trained counsellors)
• 0800 044334 or text 4334 (to talk to a trained specialist in sexual harm 24/7, via Safe To Talk)
