The Victorian shed his tag as the US PGA Tour's most underrated player during a breakout 2017 season, in which he won the Arnold Palmer Invitational and the BMW Championship during the FedEx Cup playoffs.

The 34-year-old, from Warrnambool, says he is ready to take the next step and lift the trophy on golf's biggest stage.

"I feel like I'm not scared to win; I've come up against the world's best players and beat them head-to-head," Leishman told AAP.

"The tournaments I won last year were against first-class fields; the sort of guys you would face on Sunday at a major.

"I've come here to try and win that first major and there's no reason why I can't do it at Augusta this week."

Leishman played nine holes in practice mode on Monday ahead of the Masters starting on Thursday. PHOTO: Getty Images.

In particular, World No.16 Leishman says sleeping on a five-shot lead after 54 holes at the BMW and then converting it in an elite, 70-man field has prepared him for any challenge.

"If you were to win the Masters it would change your life ... I feel like the experiences I had last year have taught me I can handle all that," Leishman said.

"Mentally, I'm strong and I feel I can cope under the pressure, whether it's sleeping with the lead or leading with two holes to go.

"Hopefully, I'll be dealing with all that this week but I've handled it before and I'm ready to handle it on a bigger stage."

Leishman's best finish at the Masters is a share of fourth, which he earned in 2013 while playing with Adam Scott as he became the first Australian to don the green jacket.

The closest Leishman has come to winning a major was losing in a play-off for The Open Championship at St Andrews in 2015.

– Evin Priest, Australian Associated Press