Ambulance Victoria said people with pre-existing health conditions were at risk to breathing problems due to the smoke.
Emergency Management acting director Justin Dunlop said people with asthma, emphysema and heart disease were at a greater risk.
"If you have asthma or a lung condition and you develop symptoms such as shortness of breath, coughing or wheezing please follow your asthma action plan," Mr Dunlop said.
"If you are showing signs of a serious smoke inhalation injury you should be assessed immediately by a medical professional such as a paramedic or a GP."
The EPA cannot make accurate predictions on Shepparton's air quality as there is no station in the area. The closest station is in Wangaratta.
But to help avoid the exposure of smoke people are advised to stay indoors with all windows and doors closed.
Air conditioners should be switched to a recirculate setting and avoid outdoor exercise.
If people are required to be outdoors, Ambulance Victoria and the EPA is advising people use special P2 or N95 filer masks.
For information visit, epa.vic.gov.au or airvisual.com
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