Keith Payne VC AM, 85, received Australia's highest military honour for rescuing fellow soldiers while under enemy fire and suffering his own injuries during the Battle of Ben Het in 1969.

Mr Payne joined other veterans, serving personnel and descendants on the annual Anzac Day commemorative march in Adelaide on Thursday.

He said the occasion continues to draw large crowds of all ages because young people have an appreciation for the sacrifices of service men and women.

"Australia's seeing the younger generation appreciate the peace that's been given to them," he told AAP during the march.

"I know that they'll look after peace into the future."

Also marching were British veterans Bob Biggs and 99-year-old Pat Rothery, who worked on Royal Navy ships to deliver supplies to Russia after it was invaded by Germany during World War II.

"They were on the same ship on the Arctic convoys and dad got washed overboard and Bobby Biggs was on the same ship and helped him," Mr Rothery's daughter, Susan Payne, said.

"It's pretty emotional to be marching together."

Earlier, thousands gathered at the SA National War Memorial for the city's dawn service.

Among them was nine-year-old Caelan Ryan, who wore a dress uniform that belonged to his great-grandfather, Sergeant Leonard Sylvester Dick.

Caelan, who attended the service his dad Damian, said even though he never met his great-grandfather, he felt a connection to him through the hat, jacket and replica medals.

"It's very special to be here in memory of him and all the other Australians who fought," he said after the service on Thursday.

"One day we did research on him and we found out that he was in the 57th/60th battalion and he fought in New Guinea."

Ian Smith, chair of the RSL SA's Anzac Day committee, warned the crowd the Anzac tradition should not be used to promote "unthinking nationalism".

"We must also be wary of those that seek to misuse the service and sacrifice of our men and women to promote their own narrow agendas," he said in an address.

"Such actions are unwelcome and we must protect ourselves and our ANZAC traditions from them."

Meanwhile, a man allegedly carrying an axe and a knife was nabbed by police at a dawn service in the city's western suburbs.

Officers spotted the Kilkenny man carrying a bag with a wooden handle sticking out of it as he walked along Seaview Road at the Henley Beach service about 7am.

The 41-year-old was arrested and was charged with two counts of carrying an offensive weapon. He was bailed to appear in Port Adelaide Magistrates Court in June.

Australian Associated Press