The protesters were also filmed screaming at police "shame on you, shame on the lot of you".
Some protesters have been arrested, while others have stopped marching to tend to pepper spray burns.
Around 700 police officers have been deployed to try to stop the protesters, with a barricade set up outside Melbourne's Parliament House.
The group of protesters converged at the intersection of Elizabeth and Little Bourke streets in the city's centre.
They congregated in the space of 10 seconds after loud shouts rang out, the Herald Sun reported.
The crowd has been chanting: "Sack Dan Andrews" - Victoria's Premier - while others are carrying signs that read "vaccines kill" and "open schools and parks now".
The protest began at midday (local time), with footage showing a majority of the protesters are not wearing masks.
Protesters were also seen shouting at people waiting in line for Covid-19 tests, chanting "sheep, sheep, sheep".
Meanwhile in Sydney, the first anti-lockdown protesters had been arrested at about midday.
Footage showed a man and a woman in handcuffs sitting on the kerb as police watch over them.
Another woman is seen being led down the street flanked by two police officers.
Thousands of police officers were poised to block anti-lockdown protests across Australia today as Sydney entered its first weekend of tightened restrictions and Melbourne saw another surge in case numbers.
Melbourne's chief police commissioner Shane Patton said police had issued around 70 infringements in the past 24 hours alone, including curfew breaches.
Six infringements had already been issued to people in the Melbourne CBD on Saturday morning.
In central Sydney, those planning on attending a planned anti-lockdown rally from midday would be met with a "zero tolerance" force of 1400 ready to dish out fines and make arrests for breach of public health orders, NSW Police said earlier.
A large contingent of officers were stationed across the city's major roads to intercept people on their way to the protest, as key organisers in online groups shared plans to evade police and continue with the illegal gathering.
The Sydney Morning Herald reports one admin of a 2500-member anti-vax group on encrypted app Telegram saying: "The police will clamp down harder this time, but that is fine because we will still heavily outnumber them and have many brave warriors on our side ready to stand up and Fight for Freedom."
Police also issued a number of public safety orders against key "agitators" to restrict their ability to participate.
The noon protest was organised by the same group behind a July protest which resulted in 350 fines and 60 people charged, as well as shocking footage of wild unrest on the streets of Melbourne and Sydney.
Organisers planned the gatherings across Adelaide, Brisbane, Darwin, Melbourne, Perth, Cairns and Townsville.
Police Minister David Elliott said officers were ready to impose strong penalties on anyone caught participating.
"Anybody who attends the protest tomorrow is going to be facing the full force of the NSW Police Force. You'll also be endangering the lives of your loved ones and of course prolonging this lockdown," Elliott said.
"If you're in a non-hotspot LGA, the last thing you want is people coming to this rally tomorrow and taking back to your LGA the same level of infection that we've got tragically in the 12 that are considered hotspots right now."
In a bid to further quash any potential freedom protests, NSW Police also prohibited taxi, rideshare and passenger services from transporting passengers to the Sydney CBD between 9am and 3pm today.
Authorities were particularly concerned protesters would be motivated by the NSW Government's introduction of new restrictions on Friday.
Stay-at-home orders will now remain in place across the city until the end of September and residents in virus hotspots will also be subject to a night-time curfew and limited to one hour of outdoor exercise a day.
