It is understood the drone was operated by a visitor from NSW and landed at the feet of the memorial's director, Brendan Nelson, who picked it up and handed it to security staff.

A War Memorial spokesman confirmed there was an incident involving a drone during the ceremony, held daily at 4.55pm, on Thursday.

He said while the incident had presented a safety risk, no one had been injured.

A Civil Aviation Safety Authority spokesman confirmed the federal agency launched an investigation into whether the incident had breached regulations on Friday afternoon.

"The War Memorial gave us witness statements and photos of the drone earlier today and we will be looking at them to determine whether any safety breaches can be confirmed," he said.

The spokesman said drones needed to be kept at least 30 metres away from people, property and vehicles at all times to ensure safety.

The agency will also investigate whether any air space violations occurred given the war memorial's proximity to the airport.

"These breaches carry penalties that range from $900 to $9000 fines depending on how serious the violations are," he said.

He said the incident should be a warning to those flying drones that they needed to be aware of the rules at all times.

"Drones can be sophisticated pieces of equipment, but sometimes things do go wrong and that is why we have rules to ensure safety."