Ms Gillard was speaking to reporters in a room just across the hall from her office when the man walked in, leaned past Immigration Minister Chris Bowen and dropped a document in front of her.
Asked a short time later what the document was, a puzzled Ms Gillard said: “I wish I could help you, but I’ve got no idea.
“Something a young man wanted me to have, but it’s not apparent to me what the topic of it is, even from its title.”
Department of Parliamentary Services Secretary Carol Mills later confirmed the man had evaded security.
CCTV footage shows he entered the building through the main entrance, but then walked unchallenged through an accidentally unstaffed security door on the first floor.
He then wandered through the halls before apparently chancing upon the press conference.
Ms Mills blamed a “misunderstanding” for the failure to have a guard posted to the door.
The department has launched a probe to make sure such a breach never happens again.
Television cameras captured the man being escorted from the building by a security guard.
“I’ve been trying to contact the police, but haven’t received any response,” the man said.
He said he had also contacted ASIO and written to MPs about “foreign intelligence threats”.
Asked what he was concerned about, he said, “Threats to my life and also my child was abducted.”
Ms Gillard said she did not feel threatened by the incident.
The matter has been referred to the Australian Federal Police.
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