He also said the injured woman was able to walk herself to a nearby ambulance and lie down on a stretcher and was treated there before being taken to hospital.
"I can't stress the amount of screaming she was doing, it was terrifying. I've never heard screaming like that before," he told Sky News.
Office worker Jack Jopling witnessed the accident and told The Herald Sun the performer was balancing candles on her body when one caught her clothing.
"At the start we thought it was part of the act but then she started screaming," he said.
A spokeswoman for Ambulance Victoria told news.com.au paramedics were called to the scene after reports of a person on fire about 12.30pm.
"Crews assisted a woman in her 20s," she said.
"She suffered burns to her back and leg and was taken to The Alfred Hospital in a serious condition."