The march finished in Sawyer Park where about 50 people gathered to remember those who were killed in action during the Vietnam War.

Monday's ceremony was the 40th annual commemoration.

Wimmera Vietnam Veterans Association Wimmera sub- branch treasurer John Finn served in Vietnam in 1967 and 1968 for nearly 12 months.

"I think it is important to march in memory of mates who didn't make it back. It's not to glorify war," Mr Finn said.

Mr Finn marched with an Australian flag in memory of Horsham's James `Jim' McMillan, the only Wimmera soldier killed during the Vietnam War.

Horsham's John Francis attended Horsham Technical School with Mr McMillan.

"He was a good all-round bloke," Mr Francis said.

"He would have made a major contribution to society if he had not been killed in Vietnam."

Mr Francis served with the Royal Australian Navy during the Vietnam War.

"I heard about Jim's death while I was at sea in the Far East," he said.

"It's very important to remember those who never came home and to remember those who have suffered since."

Mr McMillan's family placed a wreath in his honour at Sawyer Park cenotaph.

Vietnam Veterans Day was originally known as Long Tan Day, to commemorate the men who fought in the Long Tan battle in 1966. During the battle 108 Australian and New Zealand soldiers fought against up to 2000 North Vietnamese and Viet Cong troops.

The Australians prevailed, losing 18 men. The battle has come to symbolise Australia's 10-year involvement in the Vietnam War.