An Australian senator who sparked outrage for blaming Muslim immigration for the New Zealand mosque shootings has been hit on the head with a raw egg.

Senator Fraser Anning came under sharp criticism over tweets on Friday including one that said: "Does anyone still dispute the link between Muslim immigration and violence?"

Television cameras caught a 17-year-old boy breaking an egg on the independent senator's head and briefly scuffling with Anning while he was holding a news conference Saturday in Melbourne city.

A police statement said the boy was arrested but was released without charge pending further enquires.