Shadow minister for education and training Tanya Plibersek said on Monday she is "looking forward to welcoming someone so talented and hard working to the Parliament", while Senator Tim Ayres said he is also looking forward to working with Ms McBain in Canberra.

"The people of regional New South Wales have a strong, Labor voice and I look forward to working with her," he said.

Ms McBain finished just 766 votes ahead of Liberal Party candidate Fiona Kotvojs, who had already conceded defeat, on a two-party-preferred basis to become the electorate's first female MP.

A swing of 0.45 per cent towards the Liberal Party was not enough for the party to make history by being the first government to win a seat from the opposition in over 100 years.

Ms McBain claimed victory by just 0.8 per cent, after the by-election was called following the early retirement of Labor MP Mike Kelly due to ongoing health issues.

"Kristy was with her community through their darkest days - and now she'll be their champion in our nation's Parliament," Labor leader Anthony Albanese said on Monday.

Ms McBain said she will be "focused on bushfire recovery and resilience funding, and the future of Jobkeeper for workers" ahead of a visit to Narooma on Wednesday with Mr Albanese.

"For me it's about being a community advocate, lobbying for outcomes, which is exactly what I did as mayor. I think industry packages could also be better targeted.

"That's what I'll be doing flat out so people don't fall through the cracks."

She said more farmers should be targeted by government funding, and others specifically targeted to areas worst hit by the current economic downturn.

Ms McBain will now be sworn in at Parliament's next sitting, which has been pushed back due to COVID-19 concerns.

She said she found out the sitting had been postponed while watching weekend television.

"I would've thought there might've been a protocol on how to inform us,' she said.

She also confirmed she will remain sitting on Bega Valley Shire Council until being sworn in.

While conceding, Ms Kotvojs said the by-election was an election nobody wanted.

"2020 has been a horrific year for all of us. Together we have been attacked by and fought fires, many of us faced flood, and we are still struggling through drought," she said.

"Now we are dealing with the COVID-19 pandemic. It is a year in which none of us wanted an election; we all have more important things to focus on than politics.

"As always, there is one thing we must all focus on - and that is each other. The next few years will be tough for all of us. To get through, we must love, care for and respect each other.

"We must support each other regardless of difference. If we do this, our communities will grow and we will come out of this stronger."