There's no reason why work can't resume at an Aldi construction site which has been blockaded by a building union, Victorian Premier Daniel Andrews says.

The CFMEU has stopped builders and contractors from building the supermarket in Altona for three consecutive days.

In his first week as a new Labor premier, Mr Andrews said he saw no good reason why work couldn’t resume at the site.

“I see no reason, given there’s no occupational health and safety issue here, there’s no question of people not being paid appropriate wages, I see no reason why work shouldn’t be back happening at that site as soon as possible,” he told reporters.

He urged all parties to work to resolve the issue.

News Corp reported the CFMEU has taken issue with builder Magellan Projects because it does not have a union-endorsed enterprise bargaining agreement.

Former treasurer Michael O’Brien said the CFMEU was seeing how far it could go now Labor was in power.

“The CFMEU has known with a Labor government in office the dogs are off the leash, and they’re flexing their muscle in week one,” he told reporters.

Mr O’Brien said workers were losing money because the CFMEU was defying the law.

A Victoria Police spokeswoman said police went to the Altona North site on Sunday and Monday over the protest.

“Police spoke to all parties involved and the protest ended within a short time frame,” she told said.

“There have been no requests for police attendance at the site today.

“Police will continue to monitor proceedings at the site and attend where necessary to maintain public order and community safety.”