Former Victorian Premier Joan Kirner has begun treatment for cancer.

Ms Kirner, the state's first female premier, was diagnosed last month and has started chemotherapy and radiation treatment for oesophageal cancer.

"I am very grateful for the medical care and attention from my doctors, and the staff and management team at Peter Mac," she said in a statement.

"I would also like to thank my friends and family for their terrific support."

Ms Kirner and her family asked for privacy during her treatment and recovery.

Ms Kirner was elected Labor leader and became premier when John Cain resigned in 1990.