Clashes have broken out between protesters and police in Melbourne, where former leader and founder of the conservative UK Independence Party (UKIP) Nigel Farage was hosting his last show on his Australia and New Zealand tour.

Key points: Nigel Farage's supporters have been heckled and called Nazis by protesters

Nigel Farage's supporters have been heckled and called Nazis by protesters Earlier this week he denied he was spruiking a racist message, but said immigration should be discussed

Earlier this week he denied he was spruiking a racist message, but said immigration should be discussed Police media confirmed five people were arrested at the event

Mr Farage, now vice-chairman of the Pro-Brexit Leave Means Leave organisation, quit as leader of UKIP after the Brexit referendum passed in 2016, and has since had a vocal role in condemning the actions of current UK leaders as they try to negotiate the deal with the EU.

His supporters have been heckled and called Nazis by protesters outside venues where the pro-Brexit campaigner was speaking.

Far-right provocateur Neil Erikson and Andrew Nolch, the man charged with defacing comedian Eurydice Dixon's memorial, were among those at the Collins St event.

Outside, around 200 anti-racism protesters tried to block guests from entering. Police often had to form a human barrier around the guests and guide them through the crowd of protesters.

"I think the last few weeks really have exposed something in Australia," said Chris Di Pasquale, one of the protest organisers.

"The fact that Blaire Cottrell could appear on Sky News, the fact that a senator, Fraser Anning, can get up in parliament and say we need a final solution. I think this has exposed the very dark heart of Australia.

"It has never been more important for us to stand up to these kinds of events."

The protests marked the end of Nigel Farage's Australia and New Zealand tour. ( ABC News: Joshua Mcdonald )

Five arrested at event: police

A 68-year-old woman, who was pushed to the group by police, injuring her wrist in the fall, expressed her concerns with what she believes to be a growing trend of far-right speakers coming to Australia.

"First we had Milo, then Lauren Southern and Stephen Molineux and now Nigel Farage," she said.

"We can't allow these people to ruin our multicultural city. We are here to tell them they are not welcome."

Mr Erikson was among those who were removed by police after confronting protesters at the entrance, as they shouted, "Muslims are welcome, racists are not" and "No fascism, no fear, Nigel you're not welcome here".

Five people were arrested amid the protests. ( ABC News: Joshua Mcdonald )

Police media confirmed five people were arrested at the event, two for unrelated matters, two for riotous behaviour and criminal damage, and one for assaulting police.

A Victorian police spokeswoman also confirmed Victorian police would be charging Mr Farage's event organisers for the use of police resources, but have not confirmed how much.

Mr Farage's Australian and New Zealand tour came just seven weeks after the Australian tour of controversial far-right speakers, Lauren Southern and Stephen Molineux.

General admission tickets to the show cost attendees $89, with some paying $995 to join Mr Farage for a pre-show dinner.

Protesters had mostly cleared from the area by 9:30pm.