Western Australia's first female governor is set to replace outgoing Governor General Malcolm McCusker.

Premier Colin Barnett made the announcement after Her Majesty The Queen approved the Premier's recommendation for the appointment of Kerry Sanderson.

Kerry Sanderson is WA's first female governor. Credit:Curtin University

Ms Sanderson said she "very pleased" to be Western Australia's first female Governor.

"It's very humbling and daunting, but all you can do is your best," she said.