Stay Autonomous tweeted the community march to Rio Tinto was in solidarity with people in Latin America impacted by environmentally destructive practices.
Another protest group said it was marching down Collins Street, the centre of mining corporations today and historically, and headed to BHP and OceanaGold "to let them know what we think of their corporate violence here and around the world".
Blockade organisers had originally urged people to join them outside the conference from 6am Monday until 5pm today.
"Some of the world's worst climate criminals are gathering in Melbourne from October 28 to 31," they said.
"With the climate entering meltdown, it's urgent to disrupt the ‘business as usual' of major climate criminals, using mass civil disobedience."
Conference organisers said they "fully support" people's right to protest peacefully.
"Our goal as a conference is to provide an important forum that facilitates the discussions and partnerships that contribute to a better future for mining," they said.
Melbourne police made dozens of arrests during the protests earlier this week and have been criticised for their use of pepper spray.