The march ended outside the Australian consulate in Midtown, where speeches were held in support of Australia.
Footage by Brendan Gutenschwager, an independent reporter, showed some of the speeches.
"What's going on in Australia is not just going to be Australia. And when it shows up on our doorsteps, we're gonna punch it right in the f***ing teeth," one speaker said.
"We're holding the line for Australia, we support Australia!" said another.
Australia has become a focal point for some commentators in the US who see the nation as an extreme example of lockdowns and Covid restrictions.
For example, last month, the Texas Freedom Coalition posted the image to its Facebook page that likened Australia's strict Covid-19 lockdown laws to a penitentiary system.
A map of Australia is pictured alongside the text: "What the world's largest prison looks like from space".
It is understood that the majority of those taking part in the march in New York overnight were Department of Education (DOE) staffers – protesting against the agency's Covid-19 vaccination mandate as it went into effect on Monday.
Teachers and other DOE employees at the rally told the New York Post they had been officially placed on unpaid leave with health insurance after refusing to get the jab.
Others said they were still being paid, but weren't being allowed in their schools as their religious or medical exemption requests are still being considered.
In New York State, looming deadlines for vaccination have been accompanied by a substantial bump in shots among healthcare workers and others.
And about 96 per cent of New York City teachers have had at least one vaccination shot, with a surge taking place in the past week as the deadline approached.
However, some 4000 DOE staffers, including 2000 teachers, were still unvaccinated as classes started on Monday morning, according to the United Federation of Teachers. They will now be placed on unpaid leave or have the option to depart the DOE with severance.
Some DOE staffers at the rally said they knew of colleagues who had only received the jab because they couldn't afford to lose pay and had families to worry about.