Prime Minister Gordon Brown said vigilance was key.
"We will investigate this further but the protection zones are our insurance that we are doing everything in our power to make sure that this disease does not spread," he told BBC news.
Scientists said there could be a link to previous outbreaks in Britain.
"The new detection of H5N1 infected swans in Dorset is not particularly surprising in light of the outbreak in November," said John McCauley of Division Of Virology at the MRC National Institute For Medical Research.
"The H5N1 virus seems to have made its way not only to East Anglia but now also on the South Coast."
He said there was extensive surveillance of wild birds throughout Europe and an EU report last summer had concluded the H5N1 virus was present even if its detection was not common.
However, one of the most sensitive ways to pick up H5N1 viruses was in surveillance of dead birds, especially swans.
"The swans infected in Dorset are not of a species that undergoes significant migration but it is likely that the mute swans mix with waterfowl from regions in which H5N1 infection is more common," McCauley added.
The ministry has set up control and monitoring areas around the premises where the birds were found. Inside the areas, bird keepers are required to house their birds and isolate them from contact with wild birds while bird shows are banned.
The virulent H5N1 strain has killed more than 210 people worldwide since 2003 and millions of birds had either died from it or been killed to prevent its spread.
In Paris, the head of the world animal health body OIE Bernard Vallat said the virus had now stabilised but there is still a risk that it could mutate into a new dangerous form.
