A headscarf-wearing Muslim woman won a seat in Australia's Senate for the first time.

Fatima Payman has won Western Australia's sixth and final Senate seat, becoming the first Afghan Australian and the first hijab-wearing Muslim woman in parliament, SBS News reported.

Prime Minister Anthony Albanese and his party leaders congratulated Payman on her victory.

"Congratulations Senator Payman," the premier tweeted.

Patrick Gorman, assistant minister to the prime minister, said he is proud that his state is sending Fatima to represent them in Canberra.

"Senator-elect Payman is an Australian Muslim with cultural roots from Afghanistan," Gorman wrote on Twitter.

"She worked hard supporting Labor candidates and members across WA. This is a win for our state and a win for the grassroots members of @walabor who helped get our Senate vote to this level," he added.

Payman arrived as a refugee from Afghanistan with her parents and three siblings, before growing up in Perth, according to SBS News.

Payman thanked her supporters after the election commission announced her victory.

"WE WON!!! I'm proud to announce that I've officially been elected as a Senator for Western Australia," she posted on Facebook.

"Thank you everyone for your love and support! We did it!" she added.

Earlier this month, for the first time in Australia's history, Prime Minister Albanese inducted two Muslim members Anne Aly and Ed Husic into his Cabinet.