So it was an extremely bold strategy for Bill Shorten to don the black and white at the annual Anzac Day clash.

Mr Shorten and his son Rupert were among a capacity crowd of more than 100,000 AFL fans at the MCG on Thursday afternoon.

Essendon diehards weren't too enthusiastic about the opposition leader's choice of club colours.

"Wrong tie, Bill" was a common refrain as he worked his way through the crowd.

But it didn't stop dozens of Bombers faithful from offering him high fives or stopping to take selfies.

"Good luck on May 18, mate. Just not on Anzac Day," one man told Mr Shorten.

The opposition leader, a Collingwood fan, was confident of a Magpies win as he made his way to the gate.

"Yeah, I am actually," he said.

"Still, it'll be a very good game, Essendon are playing quite well."

Australian Associated Press