NSW Premier Gladys Berejiklian has responded to a threat from the director of the award-winning Byron Bay Bluesfest to move the event interstate, insisting costly new guidelines aimed at "high risk" music festivals do not apply to it.

The festival's director Peter Noble issued an open letter to the NSW government on Monday, declaring that if new guidelines go ahead, Bluesfest would have no choice but to leave the state.

Scenes from the 2015 Byron Bay Bluesfest. Credit:Phil Bacon

"Bluesfest may well be celebrating our last festival in NSW should the sitting NSW government proceed with its plans," he wrote in the letter.

"Even though we are Australia's most highly-awarded festival both nationally and internationally, having won Best Major Event at the NSW Tourism Awards three years in a row ... and in representing NSW we came in second in the Australian Tourism Awards ... Beating Victoria's F1 Grand Prix ... we have been designated a 'high-risk event'.