A man who allegedly entered the Melbourne headquarters of the Australian Border Force with two guns has been arrested in a dramatic lunchtime incident.

The 46-year-old was arrested at the Docklands building about 1.30pm on Monday and police allegedly seized firearms, ammunition and drug paraphernalia.

It's understood he had two sawn-off guns - a rifle and a shotgun - in a duffel bag.

The man reportedly began damaging the Australian Border Force office and refused to leave before police were called.

The exact circumstances of the incident are still being investigated.