Around 30,000 assembled at the Shrine of Remembrance for a damp dawn service and thousands more arrived for the Anzac Day parade from 9am.

The assembly was smaller than last year's 45,000. "We can put that down entirely to the weather," said Shrine of Remembrance chief executive Dean Lee.

Despite smaller numbers, security was higher than usual and included concrete barriers and a strong police presence.

None of this affected those who had come to pay respect.

Ben Roberts-Smith, Afghanistan veteran, Victoria Cross recipient and deputy chair of the Veterans' Employment Program committee addressed the dawn service.

He described how tough it can be returning from war and the physical, health and wellbeing toll it can take on soldiers and armed services personnel.

"It can feel like the scaffolding and ballast have been removed... the gap can seem too big to get over," he said.

Among the dawn service crowd were brothers Trevor and Rodney Westmore, honouring their grandfather Bill Cox who was a stretcher bearer during World War I in Gallipoli and France.

They also honoured their mother who was a WRAN during World War II.

"This is nothing compared to what our Diggers had to go through," Trevor said of the drizzly conditions.

Members of the Ahmadiyya Muslim Community Youth, wearing T-shirts that read 'Muslims for Peace', were also among the crowd at the dawn service.

The group's secretary of external affairs Soofi Azaz said: "It's about brotherhood, sisterhood and unity. We are standing together with all Australians remembering the past as well as the present."

"We are Muslims and our own religion has taught us to be loyal to our country," he said.

There was no gun fire salute at the conclusion of dawn services across Australia due to a change of federal government policy, however RAF planes were seen flying in formation in the morning.

Following the dawn service a healthy crowd lined St. Kilda road for the Anzac Day parade.

Flag bearers for various military groups, marching bands, current personnel and veterans all marched and were applauded by the crowd.

Retired sailor Andrew Tebby was filled with a sense of pride as he marched down St Kilda Road in the rain.

"It was beautiful to march along with serving members," he said.

"Everyone was clapping us for what we were doing."

His jacket was decorated with 16 badges from his relatives, including those given to his British great-great-grandparents who served alongside the Anzacs in France and Germany.

He said there were no winners in war. "It is a sad state of affairs."

His sentiments were echoed by many, including students from the Glen Waverly Secondary College marching band.

It is the third march year 12 student Amber has been involved in

"We love coming and it's an honour to be here. I think music is an important tool for peace even as we remember war," she said.

For 85-year-old Royal Air Force veteran David Watts, Anzac Day is one for reflection.

"Anzac Day has changed so much over the years," he said.

"It used to be a small number of veterans and now it's very well organised, it's wonderful to see."