Melbourne is taking a bite out of the Big Apple with a new winter festival in the city to coincide with the National Gallery of Victoria's special exhibition of works from New York's famous Museum of Modern Art (MoMA).

Premier Daniel Andrews said that between June and August this year, Melbourne will celebrate the relationship between the two cities with performances from musician Regina Spektor and comedian Ilana Glazer.

New York-inspired food will also be on the menu with pop-ups including guest chef appearances from acclaimed Momofuku.

The Government said Australian artists wouldn't miss out, with SBS TV's RocKwiz to hold a special event celebrating all things New York rock and the Melbourne Symphony Orchestra paying tribute to US composer Leonard Bernstein.

Russian-born American songwriter Regina Spektor will be a headline act of the festival. ( Supplied: Splendour in the Grass )

The Premier would not disclose how much taxpayers were forking out for the event because he said he did not want to give other competitor cities insight.

''New York City is the city that never sleeps and where better to host a festival of all it has to offer in food, art and music, than right here in the vibrant, cultural capital of our nation,'' Mr Andrews said.

Features of the festival include ''secret laneway gigs'' celebrating both Melbourne and New York rock heritage and week-long residencies for chefs in local restaurants.

The MoMA festival celebrates 130 years of Modern and Contemporary art including works from Picasso, Dali, Kahlo and Pollock.

The Government said it was the largest ever collection of works to leave New York on tour.