The blaze had burnt 600 hectares by 6pm last night.

The fire started on private property north of the Wimmera Highway at Karnak, 15 kilometres south-east of Goroke, about 3pm yesterday.

Authorities issued a 'watch and act' alert, warning that the fast-moving bushfire was travelling in a north-easterly direction.

No wind change was expected.

Incident controller Russell Manning estimated the fire could burn 1000 hectares or more.

He said the cause of the fire was being investigated and a windmill was potentially involved.

"The fire burnt quickly into the Kalingur State Forest," Mr Manning said. "It has burnt through the state forest and is spotting onto private property to the north-east of the fire."

He said two bulldozers, four fire-bombing aircraft, about 40 Department of Sustainability and Environment and Parks Victoria fire-fighters and 18 Country Fire Authority units were focusing on the north-east corner of the fire and into private property.

"They are ensuring that the fire does not spread any further to the north-east," he said.

"But conditions are fairly ordinary out there, with wind over 40 kilometres an hour, gusting to 50kmh.

Two graders and water tankers from West Wimmera Shire Council and a fire-spotting aircraft also helped battle the fire.

Mr Manning said Goroke was not in the path of the fire.

"Because you can see smoke from Horsham, we have responded to about three calls saying Mt Arapiles is on fire," he said.

"So we are getting a lot of calls about the smoke.

"We have improved weather conditions tomorrow, when we hope to contain the fire."

Mr Manning encouraged people to call the Victorian Bushfire Information Line on 1800 240 667 for more information. He said police had also set up traffic management points, closing about 20 kilometres of Nhill-Harrow Road.

There were manned roadblocks at the Nhill-Harrow Road intersections with Natimuk-Frances Road and the Wimmera Highway.

Edenhope Senior Constable Clyde Lourensz said police set up roadblocks about 3.15pm yesterday and warned people to enact their fire plans.

He said the area was not very populated and the main concern was farmers moving their stock.

Sen Const Lourensz estimated seven police officers helped set up traffic points.

Horsham Rural City Council chief executive Peter Brown said council had established a relief centre in Horsham Town Hall for people who needed somewhere to stay or if they wanted more information.

Goroke resident Wanda Jackson was prepared to leave her home last night.

"I have my dogs, birds, iPad and purse packed," she said. "Bugger my thousands of dollars worth of costumes I can always make new ones."

Dorothy Smith, who lives north of Goroke, said she was not concerned about the fire because she had prepared for the season.

"We are 10 kilometres north of Goroke so we have everything under control," she said.