A Macedonian Orthodox monk who was saved from a burning church when he jumped into the arms of police officers has taken part in a service hours after the rescue.

Patrolling officers noticed smoke coming from the Macedonian Orthodox church near Tyler Street in Preston, in Melbourne's north, about 12:30am and tried to enter, but were hampered by a locked gate and iron fence.

They managed to climb over the fence but were unable to get into the church residence because the fire was too intense.

Father Nikodim Soluncev, who is in his 30s, called out from a first-floor window and with no other way to get out, the officers told him to jump.

Speaking through a translator, the unharmed monk said he was grateful for his rescuers.

"Thank you to the whole police service who helped me, who helped and save my life," Father Soluncev said.

"Thanks. I wish peace in life and God's blessings... to them."

The priest walked away from the incident uninjured. ( ABC News )

Despite the dramatic rescue, Father Soluncev took part in a Saturday morning service at Mill Park.

Detective Senior Constable Damien Coutts from Victoria Police said at least six officers caught him.

"We've attempted to gain entry down stairs but there was a large amount of smoke billowing from the premises," he said.

"Unfortunately due to the large amount of smoke coming from inside we were unable to get to the ... priest, who was located upstairs at the time.

"We've got together and thinking outside of the square a little, the police members have all linked arms together, still speaking to the priest as best we could, we've then asked him to jump into our arms.

"At which point he's jumped and we've pretty much caught him from there."

The Metropolitan Fire Brigade said despite the 3.5-metre drop, the priest managed to walk away without a scratch.

The cause of the fire is not yet known.