The federal government has asked the nation's medical and vaccine regulators to look into findings of a possible link between AstraZeneca's COVID-19 vaccine and rare blood clots.

The European Medicines Agency found the connection between the vaccine and blood clots yesterday.

"Like with any treatment, vaccine, medicine we have to look at the risk and benefit and we do know that the risk of vaccination against this very serious disease of COVID is a really important component of our control," said Chief Medical Officer Paul Kelly.