There have been violent scenes in Melbourne where controversial British commentator Milo Yiannopoulos was speaking.

Heavily armed police were forced to intervene when protesters clashed outside the Melbourne Pavillion in Kensington shortly after 6:00pm.

At least two people were arrested, with police standing guard outside the venue where Yiannopoulos was hosting three shows on Monday.

Police used capsicum spray when the violence broke out.

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One of the protesters fell to the ground and was bleeding during the incident.

A police officer was also struck by a rock and received minor injuries.

Both left and right groups were chanting and holding placards.

Neil Erikson from far-right group Patriot Blue said he was at the protest to defend free speech.

"We were basically coming to the Milo event and we were attacked so we had to defend ourselves," he said.

Chris DiPasquale from the campaign against racism and fascism said his group "want to send a positive message".

"We're against racism, we're against sexism, transphobia, homophobia, everything that Milo stands for we're against that," he said.

The venue of the sold-out shows was kept secret to those who purchased tickets until the last minute, due to concerns about protests.

The right-wing commentator has made a career out of attacking feminism, political correctness and Islam.

A book by Mr Yiannopoulos was cancelled after video resurfaced which showed him speaking positively about sexual relationships between boys and men.

He was permanently banned from Twitter in July last year for calling Ghostbusters actress Leslie Jones a "black dude".

Last year, universities in the US cancelled speaking events hosted by the far-right commentator because of security concerns. Protesters lit fires and smashed windows when he was due to speak at a Californian university earlier this year.

His Australian speaking tour began in Adelaide on Friday and finishes in the Gold Coast on Thursday.