New South Wales Premier Mike Baird wants to overhaul the state's political donation system, in the same week that questions are raised about his own business links.

In the state that has seen heads roll over dodgy donations in recent times, Premier Baird wants things to change.

“The system of political donations in NSW is broken, it needs reform,” he said.

Certainly, a situation where MPs can allegedly stuff their campaign coffers with funds from banned developers by channelling money through the federal counterparts may be able to do things better.

Mr Baird is waiting for word from expert panel examining electoral funding reform, but has some changes he would like to see before the March 2015 election.

He says he wants; a a doubling of penalties for election funding offences; a new maximum penalty of 10 years prison for using a third-parties to skirt the laws; and for the statute of limitations on offences to be extended from three years to 10.

But some claim that Mr Baird is not free from questionable links with big business.

The NSW Premier has been slammed this week for appearing in a video advertisement for News Corp publication The Daily Telegraph's subscription service.

Critics are outraged at the public official’s appearance sitting opposite News Corp columnists Andrew Bolt, Miranda Devine and Andrew Clennell in a Sydney train.

Greens MP John Kaye says it is not appropriate in any way.

He said Mr Baird was now in a “deeply compromised position”.

“Less than six months [from the March state election] and the premier is out there advertising for one particular media outlet,” Dr Kaye told AAP.

“He's exposed himself to the risk of being accused of currying favour with one outlet in order to get appropriate coverage during the election.”