Premier Gladys Berejiklian made the stark claim that her government would lose the Upper Hunter race triggered by a Nationals MP's sex scandal.

"If you look at the history of by-elections in NSW, there has been at least a double-digit swing against governments and certainly it would take more than a miracle for us to keep the seat," the premier said on Thursday.

"Of course we will try."

Labor's Jodi McKay hit back hours later, saying the premier's admission was "quite extraordinary" given the Nationals had held the seat since 1932.

"I actually think it will take a miracle for the National Party to lose this seat," the opposition leader said.

"It's going to be incredibly hard for us to win."

The Upper Hunter by-election will be held on May 22, Legislative Assembly Speaker Jonathan O'Dea announced on Thursday.

The early exit of Michael Johnsen on Wednesday has left the premier to deal with a minority government.

Mr Johnsen quit his marginal Upper Hunter seat following a week of mounting pressure for him to resign after admitting he was being investigated for allegedly raping a sex worker in 2019.

He strenuously denies the allegation but is also facing claims he offered a prostitute $1000 to have sex with him at his parliament house office, exchanged lewd texts with her and sent her an obscene video while sitting in the parliamentary chamber.

The premier says she has resigned herself to the fact it will be virtually impossible for the coalition to retain the seat which the Nationals hold by a margin of 2.2 per cent.

"I have no doubt we won't retain the seat," Ms Berejiklian said.

"If you just look at the maths, on average, the swings against governments in by-elections in the last 10 years since we have been in government have been between 10 to 15 per cent.

"I have very little confidence we will retain the seat, but that is not to say we won't put a strong case. We will put our best foot forward but the maths are against us."

Australian Associated Press