Thousands of Australians have taken to the streets this weekend to protest against a range of Federal Government policies.

The March in March protests started in regional centres yesterday and stepped up in major capital cities today.

Protesters say they are non-partisan, but united in frustration with the Abbott Government's approach on numerous policy issues.

Demonstrators waving placards have today voiced anger on issues including climate change, the treatment of asylum seekers, marriage equality, the tax system and media ownership.

Coordinators gave massive estimates of crowds in Melbourne and Hobart, and Sydney police say about 10,000 braved the rain in the city.

Prime Minister Tony Abbott was asked about the protests during a press conference with NSW Premier Barry O'Farrell, in which they announced a green light for Sydney's NorthConnex tunnel.

"My understanding is that the only big rally in Sydney is the St Patrick's Day parade," Mr Abbott said.

"That is the big event in Sydney today. I wish all of them well.

"If their parade is rained on, there is always some Guinness available around the city."

Opposition Leader Bill Shorten distanced himself from the rally, telling reporters the Labor Party is not formally involved.

"But I do get that people want to express their views. It's a free country," he said.

The March in March event will continue until Monday, when protesters deliver a motion of no confidence to Parliament House in Canberra.

The protests spawned from a conversation between several people on social media.

Take a look at how the protests have taken shape: