Huge Anzac procession in Melbourne

More than 20,000 retired and serving military personnel, bands and family members have turned out for Melbourne's Anzac Day march despite intermittent rain.

It took around four hours for those who assembled in Melbourne's CBD to march to the Shrine of Remembrance, marking the Anzac Day centenary.

The procession included about 700 family descendants.

"It was definitely the biggest parade march I've seen in about 15 years of doing this job," Senior Marshall, Major Peter McCrossin told AAP.

The crowd of onlookers - down on years past due to the weather - was appreciative and there were shouts of "Thank you!" as the procession moved by.

Onlooker Denis Perry, from Warragul, said it was heartening to see such a turn out.

"It's got nothing to do with promoting war," Mr Perry told AAP.

"It's what the Australian people did for this country, and for the rest of the world."

The marchers have assembled at the shrine where there is an address from the Victorian governor.