A 55-year-old NSW man died on April 21, eight days after receiving his first COVID vaccine.
A relative of the Tamworth man told the Northern Daily Leader he died of blood clots in his lungs.
Health authorities and the PM are urging Australians not to jump to conclusions over the man's death.
Scott Morrison said the Therapeutic Goods Administration's medical experts needed to be allowed to do their job and provide advice on all adverse reactions.
Therapeutic Goods Administration head John Skerritt said investigations were underway after two men, 55 and 71, reportedly died from blood clots.
Both men reportedly received the AstraZeneca
After a week of heated discussion about Australia's hotel quarantine system, the Victorian government has confirmed a site in Mickleham, which is about 40km north of Melbourne, had been chosen to build a new COVID-19 quarantine facility.
But the 500-bed cabin-style facility would cost about $200 million to build, is dependent on federal funding and wouldn't be ready until the end of the year.
The state government added it would cost about $15 million to get the project ready for construction.
All eyes will be Western Australia's Premier, Mark McGowan, later tonight as he outlines the state's next step out of coronavirus restrictions after last weekend's lockdown.
Interim restrictions remain in place for Perth and the Peel region until 12.01am on Saturday.
Moving to budget news, Treasurer Josh Frydenberg says the budget repair won't begin until Australia's unemployment rate is below five per cent.
"We need to continue to work hard to drive the unemployment rate lower. That is what the budget in just under two weeks' time will do," Mr Frydenberg said.
Australia's unemployment is 5.6 per cent.
The budget is due for release on May 11.
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