Victorian Premier Daniel Andrews has given the state's racing industry his support to continue during the COVID-19 pandemic.

As Tasmanian racing shuts down for a month and major sporting codes such as the AFL and NRL have suspended their seasons, Andrew says strict biosecurity protocols have helped the Victorian thoroughbred industry stay afloat.

Asked why racing was allowed to continue, Andrews told a press conference: "Racing is without crowds.

"Racing has put in place a whole range of social-distancing measures just like the construction industry for instance.

"Where you can manage a risk we think it is appropriate and it's got to be proportionate."

Racing was stopped for 36 hours on March 25 after Victorian jockey Mark Zahra reported to officials that he may have come into contact with a confirmed COVID-19 case on a flight from Sydney on March 12.

The test came back negative and racing resumed on March 27.

Andrews said he was not a big racegoer, adding that allowing racing to continue was not about gambling revenue.

"It's about protecting jobs," he said.

"There's a lot of people working in the industry and again, it's making that difficult choice, the balance between what would be the public health benefit, can you manage the risk.

"Clearly with an example like say building, the massive construction sector, we believe we can manage those risks.

"The moment I get advice that we can't then of course we will take further steps."