Four people have been arrested in Victoria over alleged race fixing in the harness racing industry.

Police confirmed the arrests were made at a race course in Melton, west of Melbourne's CBD, on Sunday.

Two men and two women were arrested and released pending further enquiries, a police spokeswoman said in a statement.

Harness Racing Victoria chairman Dale Monteith said the news was a shock for the industry.

"Charges have not been laid yet so it's all subject to continuing, ongoing investigations and certainly we're supporting the police as far as that's concerned," he said.

Mr Monteith said those arrested would not be suspended from the industry unless they were charged.

"Then our stewards and our integrity department will review that situation," he said.

Police said they could not comment further as the investigation was ongoing.

The names of those arrested have not been released by police.