Beijing: Gladys Berejiklian will make her first overseas visit as NSW premier, to Japan and South Korea, seeking to drum up interest in NSW's infrastructure-building program.

Japan is NSW's largest export market, and also Australia's second-biggest source of foreign direct investment.

NSW Premier Gladys Berejiklian is heading to Japan and South Korea on her first overseas trip as Premier. Credit:AAP

UNSW business school's Tim Harcourt said state governments were interested in developing trade relationships with Japan primarily to attract more Japanese investment.

"Japan is still a pretty closed economy. It is more about investment coming this way," he said.