The Victorian government has erected a fence around The Shrine of Remembrance in Melbourne to stop any more than 1,400 people attending the dawn service tomorrow morning.

The cap on people wanting to pay their respects to fallen heroes at the war memorial has angered many veterans.

"How can 85,000 people be allowed to a football match down the road, only a few hours later," one veteran told me.

Bob Katter said any person involved in that decision could not call themself Australian.

The Andrews' government raised the Anzac march cap to 8,000 people after mass outrage.