At Wednesday morning's COVID-19 update press conference, a journalist asked Premier Berejiklian why Nicole Kidman "doesn't have to go into any quarantine".

"No, I understand that's not the case... Apparently there is strict quarantine, it's just a question of where you have that quarantine," Ms Berejiklian said.

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Kidman, husband Keith Urban and children Sunday and Faith returned to Australia earlier this week, according to reports by multiple media outlets.

The actress will film the miniseries Nine Perfect Strangers in August, with pre-production to take place in the Southern Highlands.

Ms Berejiklian said "the whole film crew is all in one hotel".

"There is no exemption for anybody from quarantine. There's no way of getting out of it. I'm sorry, it doesn't matter who you are," she said.

"There was just an issue with location as opposed to the quarantine itself. The quarantine is definitely enforced."

It is understood Nine Perfect Strangers will be filmed at various NSW locations, including Byron Bay.

The project is expected to inject "more than $100 million in the Australian economy", according to a spokeswoman for NSW Treasurer Dominic Perrottet.