The second teenager to face court over an alleged Anzac Day terrorism plot is being held in maximum security in a Victorian prison.

Harun Causevic, 18, appeared in the Melbourne Magistrates Court this morning charged with conspiring to commit a terrorist act following weekend raids.

Outside the court his father referred to a "set-up" when asked if he had anything to say about his son.

Causevic was arrested on Saturday, along with four others, over an alleged plot to attack police at Anzac Day events.

He will be kept in the maximum security wing of barwon prison until returning to court on April 30 for a bail hearing.