Almost 2,000 people in regional South Australia have lost their jobs in a month, Australian Bureau of Statistic figures show.

South Australia's unemployment rate rose to 8.2 per cent in June - the highest in the nation, and the worst figure for the state in 15 years.

Regional Labour Force Data for the month of June shows the state's regional areas were the worst hit, with up to 1,900 jobs lost between May and June.

The state's south-east had the highest unemployment rate at 8.7 per cent.

About 7,600 people in the area are classed as unemployed.

But it was South Australia's far north that had the sharpest unemployment rate jump.

Unemployment in the area rose from 4.2 per cent in May to 6.7 per cent, with an additional 1,500 people out of work.

In January mining company Arrium announced close to 600 jobs would be cut amid falling iron ore prices.

The Southern Iron project is centred in a region south of Coober Pedy.

Up to 400 outreach jobs in areas including domestic violence, mental health, Aboriginal and refugee service were lost at the end of June due to Federal Government cuts.

The figures do not take into consideration more than 400 jobs which could be lost from the closure of coal-fired power stations at Port Augusta and Leigh Creek.

Alinta Energy announced in June the stations and coal mine would not operate beyond March 2018.

Last week South Australian Premier Jay Weatherill said the state's growing unemployment rate was "deeply disturbing".

But he warned the worst is yet to come with the impending closure of Holden and uncertainty still surrounding the state's future in the shipbuilding industry.

He placed part of the blame on the Federal Government.

"We have a Federal Government which is casting doubt on the future of our defence industries, has cast doubt on the future of our renewable energy industry and has made a decision to close our car industry," he said.

"It's [the Federal Government] running around up in northern Australia, talking about a northern Australia plan. It needs to be in South Australia talking about a northern Adelaide plan."

Opposition employment spokesman David Pisoni said the state needed a Government with a plan to decrease unemployment.

"Last week the ABS figures showed that South Australia had a dramatic increase of unemployment here in South Australia and the Premier's response to that was to throw in the towel, put up the white flag and say it's going to get worse here in South Australia," he said.

"Next he'll be saying that these are the unemployment figures that South Australia had to have."

Government focusing on regional job security: Mullighan

Transport and Infrastructure Minister Stephen Mullighan said the Government wants to improve job security in regional areas.

He pointed to the sealing of the Strzelecki Track project and the beginning of stage two of the Adelaide Convention Centre as investments in jobs and regional South Australia.

"This is why we are putting so much effort into unlocking extra economic activity out in our regions," he said.

About 3,000 tonnes of steel is being fabricated at the Samaras Group Gillman factory for the Convention Centre redevelopment project. ( ABC News )

"This is why we're putting so much extra effort into out agriculture sector, into food and wine, this is why we're spending so much money on our regional roads.

"We've got one of the most prospective and productive gas basins anywhere in the world and being able to unlock more gas reserves get that gas out to market as quickly as possible by having projects funded and being delivered like the Strzelecki Track sealing is absolutely imperative."

Mr Mullighan was at the Samaras Group's Gillman factory today, where about 3,000 tonnes of steel is being fabricated in preparation for the next stage of the convention centre redevelopment.

Mr Mullighan said at its peak, more than 400 workers both on and off-site will be involved in the construction of the convention centre.

Samaras head of construction, Chris Samaras, said the project represented more than 100,000 man hours of work for the company.

Mr Mullighan said the convention centre redevelopment will see the state attract larger conferences, which would also benefit regional towns.

"Having a facility that can take up to 3,500 delegates means that we are competing with the large convention centres around the world," he said.

"It means we can attract the sort of conferences that will inject tens of millions of dollars into the South Australian economy, not just in Adelaide and not just in [accommodation].

"But for all of those delegates who choose to go to the Flinders Ranges, to the South East, to the Barossa Valley to the McLaren Vale or to Kangaroo Island, this is a project that will deliver to the South Australian economy for many years to come."