The family of cricket great Shane Warne has been offered a state funeral after his sudden death.

Warne died of a suspected heart attack in Thailand overnight. He was 52.

"Victoria has lost an icon. Australia has lost a legend. And the entire cricket world is mourning the loss of the King," Premier Daniel Andrews said in a statement.

Warne was born in Melbourne's outer-eastern suburbs in 1969.

He began his cricketing career in Victoria before becoming one of the game's greatest and a household name. 

Mr Andrews confirmed he had offered a state funeral to Warne's family "so Victorians can pay tribute to his legacy and contribution to our state, community and country".

Prime Minister Scott Morrison said the state funeral for "one of our greatest cricketers of all time" would be organised by the federal and Victorian governments, Cricket Australia and Warne's family.

In a statement, Mr Morrison said Warne brought "something magical" to Australia's summers, and he was bewildered by the sad and sudden loss.

"His achievements were the product of his talent, his discipline and passion for the game he loved," Mr Morrison said.

"But Shane was more than this to Australians. Shane was one of our nation's greatest characters. His humour, his passion, his irreverence, his approachability ensured he was loved by all.

MCG's Great Southern Stand renamed in honour of Warne

Mourners began laying flowers at the MCG on Saturday morning after hearing the news.

On Saturday afternoon, Mr Andrews confirmed the Great Southern Stand at the MCG would be renamed in Warne's honour.

"The S.K. Warne Stand will be a permanent tribute to an amazing Victorian," he said.

Mr Andrews said the spin king defined a cricketing generation and "gave us irreplaceable MCG memories".

It was at the MCG that Warne took his 700th wicket and his Ashes hat-trick.

The ground was home to countless more highlights for the leg spinner.

"Our hearts are breaking for Shane's family and friends — and they are in the thoughts of all Victorians."

At the St Kilda Cricket Club, where Warne played in the late 80s, the team paid tribute to a club legend before the toss at Saturday's match.

Current club captain and former state wicketkeeper Adam Crosthwaite said he was "shattered" by the loss of his former teammate and friend.

"My thoughts are with his family and our broken cricket community," he said.

Warne's body to be repatriated from Thailand

Department of Foreign Affairs and Trade (DFAT) officials will arrive in Koh Samui today to help return Warne's body to Australia.

In a statement, Foreign Minister Marise Payne said officials were set to arrive on the island and had already spoken to those who were travelling with Warne.

She said DFAT was working with Thai authorities to assist with repatriation and provide other assistance on the ground.