No Native Squirrels
Australia does not have any native squirrel species. Its long isolation produced a unique ecosystem in which many animals common elsewhere are absent.
Introduced Species
Some squirrels, such as grey and red squirrels, have been introduced by humans. These are considered invasive and can cause problems for native Australian wildlife and ecosystems.
If you see a squirrel in Australia, it is almost certainly an introduced population rather than a native animal.