Don't panic about AFL security: Vic police

Anxiety about the AFL grand final is natural after Melbourne's terror suspect shooting but security will be tight and people shouldn't panic, police say.

An 18-year-old known terror suspect was fatally shot after stabbing two officers outside the Endeavour Hills police station on Tuesday night.

Victoria's chief commissioner Ken Lay said the incident would make the community feel less assured but he urged people to take comfort in heightened security at the MCG and enjoy Saturday's game "like every Victorian should".

"This is traditionally one of the very finest weekends on the Victorian calendar yet many people with a ticket in their hand will feel a new sense of anxiety as they consider their attendance at the MCG," Mr Lay told reporters on Wednesday.

"This is only natural.

"But again, I reiterate the strong measures we have put in place to ensure that all security will be there that is necessary."

Extra police will work closely with ground security and specialist resources such as undercover police will be used, Mr Lay said.

He said there had not been any specific threat made to the event, but the environment was changing.

Security for the game was stepped up after Australia's terrorism threat level was raised.

Authorities have urged the public to be vigilant and report any suspicious behaviour.