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Members of his family and the public are at Essendon Airport to pay their respect to the 52-year-old.
Thai police escorted the ambulance carrying his casket from the hospital to the airport in Bangkok.
The casket was seen covered in an Australian flag.
Following an autopsy earlier this week, Thai authorities confirmed Warne had died of natural causes, following a suspected heart attack at a holiday villa on the island of Koh Samui last Friday.
A state funeral will be held to farewell the sporting great at the Melbourne Cricket Ground on March 30.
It is likely to be held at twilight to allow more people to attend.
Victorian Premier Daniel Andrews confirmed that as many people as possible would be allowed to attend.
“There will be no limits on crowds and that sort of stuff,” he said.
“It will be a very big event, it will be a celebration of his life as it should be.”
It is expected several of Warne’s celebrity mates will be in attendance, including Coldplay’s Chris Martin and singer Ed Sheeran.
A private ceremony involving family and loved ones could take place as early as next week.