A Melbourne schoolboy claims to be the first Australian denied a US visa following President Donald Trump's controversial entry bans.

Pouya Ghadirian, 15, was born in Australia but holds dual Iranian-Australian citizenship by descent.

He told AAP he was planning to go on "space camp", a dream trip to the US with his school, where he would visit Orlando, Washington, and the US Space & Rocket Center in Alabama.

His visa interview was set for Monday morning.

But on arriving at the US Consultate office in Melbourne with his dad, things soon turned sour. The consulate officers said the rules had changed.

"They were a bit shocked and they didn't know how to handle it. They said they had terrible news," he says.

"They said it was the first time it had happened in an Australian embassy."

Pouya, who is beginning his Year 11 studies at Melbourne High School this week, says he and his dad reacted emotionally to the news.

"I cried at the consulate and I don't normally," he says.

"(My dad) was upset as well because he was saying, 'Look we've had no criminal record and we've done nothing wrong'.

"I have an Australian citizenship. I was born here. It doesn't make sense and it can't be right."

SBS understands that the Australian government is aware of the case and that it has been referred to the US Embassy in Canberra.

"I have directed our officials in Washington DC to work with US officials to ensure any preferential treatment extended to any other country in relation to travel and entry to the United States is extended to Australia," Foreign Minister Julie Bishop said in a statement.

Mr Trump has issued an executive order banning the US from taking in people from seven Muslim-majority countries: Iran, Iraq, Syria, Sudan, Libya, Yemen and Somalia.

The US Embassy has been contacted for comment.