But even before this year's much-leaked Budget he learned that it isn't easy.
In the lead-up to the 2001 election he discovered he had cancer.
As he revealed at Parliament House this week, he decided to tell hardly anyone.
Apart from his mate Steven Smith, now Foreign Minister, he told no-one else in politics, and within his immediate family told only his wife and his two older daughters...
"My second daughter immediately burst into tears," he explained at the launch of a prostate cancer DVD in which he features.
"We had excluded our younger son because I wasn't really keen on it becoming public knowledge that I was probably dying, on the eve of an election."
"Of course secrets never last in politics, and one of the reasons my secret almost got out was that my son Matthew who had been excluded from the discussions had actually been picking up a lot that was going on."
"Some weeks before the surgery he wandered off to show-and-tell at his school."
"When it came his turn he put up his hand and said that his Dad had cancer, and that the class was not allowed to tell anybody - especially Laurie Oakes."
Wayne Swan's secret held, but only just.
Despite his own Dad having died from prostate cancer in 1989 he had had no idea that meant that his chances of getting it were 1 in 3.
He says many are reluctant to have tests because they are scared of what surgery might do to their sex lives.
Swan's slogan, delivered at talks to men's groups is that they "can't have sex in a coffin".
Once one of the men told the Treasurer that he had.
Dr Phillip Stricker of Sydney's St Vincents Hospital made the DVD in his spare time with money donated from survivors including the developer Lang Walker.
Available from doctors for $15, it uses real patients including Mr Swan to set out the treatment options for a disease that hits 18,000 Australian men each year.
"When I speak to them in my surgery they are usually too shocked to take anything in - the 45 minutes is wasted," said Associate Professor Stricker who treated Mr Swan.
"But I've stated giving them the DVD. They sit down and watch it at home with their wives and come and see me in a more accepting fame of mind, able to take in what I am telling them."