Shorten said the walk symbolised a coming together of Australians and recognised that the nation can do better.
Police are still trying to track down a number of troublemakers who hid their faces during the Coburg rallies. The groups involved were the anti-Islamic group United Patriots Front, the True Blue Crew while others were part of the No Racism rally.
The banning of face masks at protests will be examined, with the coverings labelled a "disturbing trend" by the state's police minister.
A Victoria Police taskforce will be created to catch the "cowards" who hid their faces and sparked the violent clashes.
Five people were arrested for riotous behaviour as well as assaulting and hindering police, while two more were arrested for carrying knives and other weapons.
Police Minister Lisa Neville told 3AW she will meet Chief Commissioner Graham Ashton tomorrow to talk about the violence, including whether wearing masks at rallies could be banned.
"This issue of the use of face masks, I think that is a really disturbing trend we are seeing in these particular protests," she said.
"This is about people being given a licence when they wear those masks to try and participate in criminal behaviour, because that's what violence and inciting hatred is, it's criminal behaviour."
Some draped in the Australian flag and most with their faces covered were drenched in pepper spray and hit with flag poles as hundreds of police tried to separate the groups numerous times during the rally.
- AAP