The senator has been heavily criticized for the inflammatory remarks he made after the attack in Christchurch.
Footage of the incident shows a young man watching Senator Anning from the sidelines before he starts filming with his mobile phone, and then smashes the egg on the back of the senator's head.
A 17-year-old, who has not been identified by authorities, performed the egging during a Saturday event in Melbourne.
A shocked Mr Anning slapped the man's face in response before a fight broke out.
The teenager was briefly arrested but later released without being charged, according to Victoria police.
Meanwhile, people are taking this opportunity to nominate precious Egg Boy for Australian Of The Year - that seems like a reasonable call to be honest, so here's where you can go if you would also like to do that. He was later released from police custody pending further inquiries, Mirror reported.
Anning was criticised on Friday after trying to seek attention by saying the mosque attack highlighted a "growing fear over an increasing Muslim presence" in Australian and New Zealand communities.
A rabidly anti-Muslim politician in Australia is facing widespread denunciation after immediately blaming a Friday mass shooting in New Zealand - which killed more than 40 people at two local mosques - on the Muslim faith and Muslim immigration.
On Twitter, Anning asked whether anyone "still disputes the link between Muslim immigration and violence".
Australian Prime Minister Scott Morrison said Anning's comments were 'appalling and ugly" and said there's "no place in Australia for them. "Those views have no place in Australia, let alone the Australian Parliament".
There is also a petition circluating online calling for the Queensland senator's resignation.
Australia's Prime Minister Scott Morrison at a media briefing on February 8, 2019.
A teenage boy cracked an egg on the head of a far-right Australian politician as he spoke to reporters in Melbourne on Saturday.
Connolly later posted a video to twitter revealing himself as the "Egg Boy".
"Rather than demonstrating empathy and compassion, he has chosen instead to vent his racist prejudice and hatred against Islam and Muslims by blaming the victims instead of the criminal perpetrators", he said in a statement today.
Anning has been a Senator for Queensland since the 10th of November 2017.
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