Paddy Payne, father of Melbourne Cup-winning jockey Michelle, didn't see victory coming.

Payne said he was thrilled albeit surprised when Michelle, 30, became the first female jockey to win the prestigious race on Prince of Penzance.

"I thought that the girls would win a Melbourne Cup as time went on but I didn't think it would be one of mine," Payne told ABC radio on Wednesday.

"She's a good girl. She works hard and she's kind and she's a generous sort of thing."

Payne previously advised Michelle to quit racing after a series of bad falls, one in 2004 and two in 2012.

"Things were not going good and she had a few nasty falls and unexpected things had happened ... she wasn't well. But she's got better now and she's OK," he said.

The youngest of 10 children, Payne always wanted to be a jockey but never thought she'd be the one among her seven jockey siblings to win the Melbourne Cup.

"No, I thought I'd be better than my sisters; that was my main aim," Payne said after her victory.