She’s not even the first foreign-born Prime Minister: Chris Watson as born in Chile, though he and his mother managed to keep this a secret. (He may not even have been a British subject, though I suspect that he thought he was – at the time there was no such thing as Australian citizenship, and people born in Australia and in other parts of the Empire were British subjects.)
Douglas Mawson: the most famous Australian you never heard of. His heroic trek of discovery, survival and tragedy in Antarctica was overshadowed by Scott’s death in his quest for the pole. He was born in Yorkshire, England.