Two people have been killed after a tree collapsed onto their car in Victoria.

Police said investigators "believe a tree fell onto a vehicle" as it was driving in Cockatoo, east of Melbourne, about 10.30am on Friday.

Paramedics and police were called to the accident on Woori Yallock Road but the pair died at the scene.

"Both occupants of the vehicle are to be formally identified," Victoria Police said in a statement.

The road was closed by police between Avon Road and Rainy Hill, and a report will be prepared for the coroner.