"More power to them," he told reporters in Sydney on Saturday when asked about the protest.
The African-American filmmaker, who recently won an Oscar for BlacKkKlansman, said sport has a role to play in the battle against racism worldwide.
"I think changes happen first in sports," he said ahead of his appearance at the Vivid Game Changer Series in Sydney.
Spike Lee talks to reporters.
AAP
"Sports has, I feel, always been a vehicle to move society forward."
His comments come after Queensland star Will Chambers joined NSW rivals Cody Walker and Josh Addo-Carr by announcing he won't sing Advance Australia Fair because it doesn't represent Indigenous Australians.
SBS News asked Lee how important diversity is in film, not just for the industry but for society more broadly.
"I don't think it's any secret that every culture would like to get representation, and representation done by themselves. Let people tell their stories," he said.
Spike Lee attends the 2019 Vanity Fair Oscar Party.
Getty
"People of colour have caught hell through history, I don't think that's any different here in Australia, not to knock the country. That's worldwide."
"We've got to move forward. So you want to be on the right side of history, not the wrong side."
Known for ground breaking films - such as She's Gotta Have It (1986), Do the Right Thing (1989), Malcolm X (1992) - Lee has been an outspoken figure in the film industry, using his works to make politically charged statements on race relations since he first appeared on the scene in the 1980s.
