About 15,000 union members and construction workers showed their dislike for the Abbott government's first federal budget by a protest on Thursday in Melbourne.

The protesters demanded a stop to the budget cuts and other initiatives proposed by the Coalition such as the $7 GP co-payment, changes to jobless benefits, higher pension age, deregulation of university fees and a deficit tax.

They blocked traffic outside the city's Trade Hall and then marched to the Parliament House.

"Comrades, we need to fight back from this budget. They say cut back, we say fight back," Ninemsn quoted Maritime Union of Australia Victorian Secretary Kevin Bracken.

Besides Melbourne, there was also a simultaneous rally in Sydney attended by about 600 people. The protests indicate the difficulty the Abbott government is facing in having Australians accept its first budget.

Despite Treasurer Joe Hockey's explanation that the budget's focus in on the implementation of structural changes to the Australian economy to create jobs, few are buying his statement. Labor and other parties too also vowed to block the budget in Parliament.

He said on Wednesday, "Our duty is to help Australians to get to the starting line, while accepting that some will run faster than others ... We must reward the lifter and discourage the leaners."

But ACTU Secretary Dave Oliver called the budget cruel, pointing out that generations of Aussies have worked hard to put in place working conditions and dignity at work, struggled to build a better life and decent society.

However, "now we have a prime minister that is keen to keep the billionaires happy, and he is willing to pull all that down regardless of the cost to workers and their families," Oliver said, quoted by AAP.