A protester has left been hanging from the Commonwealth Bank offices in Melbourne's CBD after her fellow demonstrator fell to the ground while abseiling down the side of the building to unfurl a banner.

A group of protesters assembled outside the Bourke Street building just after 10:00am to demonstrate against the bank's investment in the coal industry.

Charlie Wood, a spokesman for the group, said two protesters were abseiling down the side of the building to put up a banner when, a couple metres from the ground, the man's ropes let go.

He fell to the ground, twisting his ankle.

The other female protester was then caught hanging from the building for a short time before being helped back onto the roof by police.

One witness tweeting from the scene said the person who was in trouble did not appear to be wearing a safety harness.

Police said they would speak to the pair.

About 30 protesters remain inside the building, angry about the bank's plans to finance the Galilee coal mines and the Abbot Point expansion.