Victorian Premier Daniel Andrews has paid tribute to former premier John Cain at a state memorial attended by thousands.

Labor luminaries past and present, state and federal MPs and hundreds of members of the public have gathered at St Paul’s Cathedral on Monday to honour the state’s 41st premier, who died on December 23 after suffering a stroke. He was 88.

The crowd, including former prime minister Julia Gillard, Labor leader Anthony Albanese and all of Victoria’s living premiers, spilled out onto Flinders Street.

Premier Andrews began his tribute by noting Mr Cain’s “decency, his clarity and his unwavering sense of purpose”.

He shared his favourite memory of Mr Cain, on the eve of his win in the 2014 election.

“With tears in his eyes and a powerful emotion in his voice, John told me we were going to win. And I’ll never forget the advice he gave me that day,” Mr Andrews said.

“Celebrate it, enjoy it but then get to work because people are relying on you and you can’t let them down.

“He leaned in to me a little closer and said you cannot, you must not, waste your opportunity.”

Labor luminaries have arrived at St Paul’s Cathedral in Melbourne for the state memorial service of former premier John Cain. Photo: AAP

Mr Andrews credited Mr Cain with moving the Australian Open from Kooyong to the Melbourne Park precinct, then known as the National Tennis Centre, ensuring the Grand Slam tournament remained in the state.

“The Australian Open would have become the Asia-Pacific Grand Slam, played not in Melbourne, but in Shanghai or Singapore,” he said.

“Instead, because of John, Melbourne Park is a pocket of our city devoted to the enjoyment of its people – a part of which will soon be dedicated to John’s name.”

The premier earlier announced Melbourne Arena will be renamed John Cain Arena.

Former minister in the Hawke-Keating government Michael Duffy described Mr Cain as a great friend with a “cynical sense of humor”.

Executive Director of the Victorian Women’s Trust Mary Crooks praised his commitment to gender equality.

“He was discomforted by the sexism and racism and sectarianism he saw around him,” she said.

“He was determined in his own no-fuss way to build a society free of this destructiveness.”

State Coroner Judge John Cain, spoke of his father’s 24 years as a practising lawyer.

“It was a firm devoted to the need of its working-class clients,” he said.

“He saw the law as a vehicle to make society fairer … to protect the underdog.”

Son James Cain will also speak, while daughter Joanne Crothers read Henry Scott Holland’s ‘Death is Nothing At All’.

After helping reform the party from within, Mr Cain led Labor to its famous 1982 victory.

He became the first Labor premier in Victoria since his father, John Cain Senior, was in office in the 1950s.

-AAP