Wearing black shirts bearing the party's name and insignia, the ultra-nationalists handed out packages of milk, potatoes, pasta and cooking oil in Athens' Syntagma Square to people who showed them identity papers.
The Golden Dawn party has promoted a staunch anti-immigration policy and won 18 of Greece's 300 parliamentary seats in the June election.
With Greece's economy in turmoil and the unemployment rate pushing up toward 23 percent, the Golden Dawn party is attempting to capitalize on people's frustrations and ramp up Greek nationalism.
"We are in Greece, so Greeks have priority," said Christos Pappas, a Golden Dawn parliamentarian at Wednesday event.
"The illegal immigrants that have come here, who enjoy, if you will, all the rights and privileges that come from Greek taxpayers are illegal, invaders. They are a threat to Greece."