The protest was led by Destiny Church leader Brian Tamaki, who called for all major political parties to step aside.
Police said they may charge some of the protesters in the coming days. About 1000 anti-government protesters marched onto the busy Auckland Southern Motorway on 23 July.
"They all walked on the motorway and that in itself is risky, no notice to the police, but one pedestrian ... walked into the lane of cars coming the opposite way," Goff told Morning Report.
"It's not appropriate behaviour, it's illegal behaviour and I would expect them to be held to account for breaking the law and acting dangerously."
He did not expect hundreds of people to be arrested, but said Tamaki was disruptive.
"This was incited by Mr Tamaki.
"Everybody's got the right to protest, but nobody has the right to break the law and Mr Tamaki time and again seems to show the belief of self-entitlement that he is above the law. Of course, he is not."
Goff said Tamaki was not acting like a church leader, and if he wanted to be a politician, he should stand for an election instead.
The mayor said it was bemusing that Tamaki described the motorists who were held up as self-entitled and arrogant.
"Maybe Mr Tamaki should look in a mirror," Goff said.
However, Auckland mayoral candidate Leo Molloy, who is a friend of Tamaki's wife Hannah, told First Up he did not agree with "that sort of behaviour".
"I'm very pro-vax... I've put significant distance between myself and those groups, but it doesn't change the fact that it happened, and it doesn't change the fact that it's disappointing for the city."
He said he admired the work Destiny Church did for people who fell on hard times.
Molloy said he went to Auckland Domain, on behalf of the Newmarket Business Association, to stop the protest from continuing.
Fellow mayoral candidate Viv Beck opposed the protesters' tactics, but said there was a lot of concern and anger about decisions being made by central government.
"There is a strong mood for change, but I think that needs to be voiced in ways that don't affect others.
"People are concerned about the decisions being made in Wellington that are sort of being hoisted on Auckland, and I've been to enough meetings now to know that these are people in different communities expressing similar themes, so there was definitely an issue."
She urged people to vote for change.
RNZ
