Thousands of people have attended rallies across Australia to protest the Abbott Government's first budget.

Large Bust the Budget protests were held in Sydney, Melbourne, Canberra, Brisbane, Perth, Adelaide and Darwin.

Smaller rallies took place in regional areas including Lismore in New South Wales, and Wodonga in Victoria.

Union groups including the Australian Council of Trade Unions (ACTU) marched at the protests.

ACTU secretary Dave Oliver says a wide range of people, including families, students, retirees and pensioners, were marching to send a strong message to the Government.

"This budget is going to hit the most vulnerable in our society," he said.

"What this budget is doing is sending our country down the same path to where the United States is today ... they have a country that is divided by a nation of haves and have-nots."