We introduce a conjecture on Virasoro constraints for the moduli space of stable sheaves on a smooth projective surface. These generalise the Virasoro constraints on the Hilbert scheme of a surface found by Moreira and Moreira, Oblomkov, Okounkov and Pandharipande. We verify the conjecture in many nontrivial cases by using a combinatorial description of equivariant sheaves found by Klyachko.