Shoppers in Melbourne's western suburbs have been warned about measles after a Big W employee contracted the infectious disease during a holiday in Bali.

The casual employee had worked four days in a row at the Big W store in Werribee Plaza, from March 3 to 6, before being diagnosed, Victoria's acting Chief Health Officer, Brett Sutton said.

"We are concerned that more people may have been infected through contact with this individual in the community," Dr Sutton said.

Measles has an incubation period of up to 18 days, he said, so it is possible there are more cases of infected people yet to seek treatment or develop symptoms.