Latest figures put unemployment at 6.3 per cent in March, down from 6.8 per cent the previous month.

But the state government says job vacancies are also at record numbers with 19,300 on offer while 6100 jobs have been created since January.

"Today's statistics show there have never been more jobs vacancies in South Australia's history, with opportunities for employment right across the economy," Innovation and Skills Minister David Pisoni said.

"Many of those job vacancies are in the construction sector with an 11 per cent surge in dwelling unit commencements in South Australia during the December quarter.

"The $2.7 billion pipeline of work in residential construction in South Australia is creating a wave of jobs in the residential construction sector."

But the Labor opposition said SA still had the "triple whammy" of the worst unemployment rate, worst participation rate and worst youth unemployment.

"We now have a jobs crisis in SA," opposition treasury spokesman Stephen Mullighan said.

"We have continued to lose jobs, and yet our unemployment rate has gone down because our state's participation rate continues its freefall, meaning fewer South Australians are actively engaged in the jobs market.

"We've had the best health response to the pandemic yet our economic response is clearly the worst in the nation."

Australian Associated Press