A device used to deliver an electric shock to racehorses has been found during trackwork at a prominent Victorian racecourse, stewards have confirmed.

Commonly known throughout the racing industry as a "jigger", the device was discovered at the Mornington racecourse on Monday morning.

Racing Victoria chief steward Terry Bailey says the governing body's integrity department has opened an investigation.

He said stewards had already interviewed several people, including a Mornington trainer.

"The stewards' investigation is still in its infancy," he told the Racing Victoria website racing.com.

"Until such time as their preliminary questioning is complete, (I) will not be making any further comment on the specifics of their investigation."

The device is used in conjunction with a whip with the intention of getting a racehorse to perform better.

Its use is banned throughout the world.