The emergency landing of a Virgin Australia flight in northwest Victoria should be investigated as a matter or urgency, independent senator Nick Xenophon says.

The plane from Brisbane was unable to land in Adelaide on Tuesday morning because of heavy fog and was diverted to Mildura Airport where fog also caused problems.

After two aborted attempts to land, the crew made an emergency declaration, and emergency services were sent to the tarmac.

The 737 landed safely at Mildura, where all 85 passengers and six crew disembarked.

Senator Xenophon described the emergency landing as "a circumstance that must be investigated urgently".

"The finger should not be pointed to the pilots who are the last line of defence for the millions of passengers who fly in Australian aircraft every year," he told reporters in Canberra on Wednesday.

The senator said he had "serious issues" about the competence of The Australian Transport Safety Bureau (ATSB) to investigate the incident.

He called on the bureau's chief commissioner, Martin Dolan, to step down in the wake of a scathing senate committee report probing a 2009 plane crash off Norfolk Island.

"I believe it would be in the interests of all for Mr Dolan to step down," Senator Xenophon said.

The ATSB has said it is collecting information about the Mildura incident, and may conduct a formal investigation.