Activist group Stop the Cull said it had set up the Dorset Camp Badger as a temporary base.
Dorset Police said it was aware of the camp and had "established a positive dialogue" with the organisers.
Badger culls in Dorset, Somerset and Gloucestershire have got under way, the government has confirmed.
Licences have been granted to allow culling in an attempt to tackle tuberculosis in cattle.
The licences run until 31 January. The Dorset cull, which will take place over six weeks, is expected to start at any moment.
Supt Jared Parkin, of Dorset Police, said the force was "aware that there is opposition to the cull and will respect the right to safe, lawful and peaceful protest".
Queen guitarist Brian May, who runs the Save Me organisation, said he also planned to fight the culls.
He said he and had sent a letter to Natural England, which is overseeing the cull, asking it to revoke the licences in Gloucestershire, Somerset and Dorset.
Badgers in parts of Gloucestershire and Somerset have been culled as part of the government's approach to eradicating bovine TB.
Badger cull protesters in Dorset say they have set up a camp for those attempting to stop marksmen killing the animals.