A 25-year-old woman threw an egg at Australian Prime Minister Scott Morrison on the campaign trail ahead of the country's May 18 election, and was arrested, New South Wales state police said.

Security guards swiftly pounced on the protester, who was wearing a beanie and casual clothes, and dragged her away.

"We have a female in custody in relation to an incident involving the prime minister this morning," police inspector Scott Russell told reporters at a press conference in Albury, adding that inquiries were continuing.

Police did not disclose the protester's name.

"The egg appears to have struck the prime minister on the head," state police said in an earlier statement.

Morrison rubbed his head briefly after being grazed by the egg, which did not break, and then helped an elderly woman who was pushed to the floor in the scuffle, television images showed.

No injuries were reported, the police said.

"We will stand up to thuggery whether it's these cowardly activists who have no respect for anyone, or militant unionists standing over small businesses and their employees on work sites," Morrison tweeted after the incident.

Opposition Labor leader Bill Shorten called the protester's action unacceptable.

"This is appalling and disgraceful behaviour," he told reporters in Melbourne.

The head of the Australian Council of Trade Unions, Sally McManus, scolded Morrison for associating labour unions with the egg-thrower.

"You seem to have no respect for the truth or any concern about running down your fellow Australians. We would never support such behaviour," McManus said on social media.

The incident occurred during a visit by the prime minister to Albury, a constituency in New South Wales, where an independent candidate is the bookmakers' favourite as rural voters desert the government.

The woman protester later told reporters that her action "speaks for itself" and referred to Manus Island, in Papua New Guinea, where Australia has long detained refugees, according to a reporter with the Australian newspaper.

In March, a teenager smashed an egg onto the head of a controversial right-wing Australian lawmaker who had blamed New Zealand's mosque shootings on its immigration programme.