Former Victorian premier Jeff Kennett claims that a number of attempts were made on his life after the Australian Grand Prix was moved to Melbourne.

Kennet was the Premier of Victoria twice between 1992 and 1999, and played an instrumental role in snatching the Grand Prix from Adelaide, working in league with Australian Grand Prix boss Ron Walker.

However, the plan to run a Formula One race in a public park didn't go down well with all sections of the community and in addition to his house being vandalised he also received death threats.

Talking to Fairfax Radio, Kennet reveals that while opposition to such events is to be expected, the backlash against the Melbourne Grand Prix was particularly unsettling.

"I have got to say in retrospect, there were some things that happened to me personally, some of my ministers, to my family, that scare the bejesus out of me," he said. "I was shot at twice while I was premier. I had police ring me while I was at a racecourse to say we've got a death threat, and the police surrounded me. I said there was no point in you guys being here... if they are going to shoot a bullet it's going to get between you. Don't worry about it."

He claims the first time he was shot at was while he was walking in the street, while the second was when he was "in an environment where I wasn't comfortable".

"I heard one of the shots, and given my army training I knew what it was," he said, "I was absolutely scared."