Technically no one has, as there are many remote sections with no paths or over private land that make a true walk around the perimeter almost impossible. However, from 1921 to 1924, a fellow by the name of Aidan de Brune did manage to follow a route reminiscent of the present day National Highway 1, which is the closest one can get to circumnavigating the country by road (the path he took is shown in the picture in the second link).
He departed from Sydney in an anticlockwise direction, stopping by all the major coastal ports on all four coasts, and walking about 16000km before returning to the same point 2.5 years later.
This wasn't his first rodeo, having earlier walked from Fremantle (Perth) on the west coast to Sydney on the east coast - a distance of about 4500km.
He also kept a diary detailing the distance walked and towns called-in at. He donated this to the State Library of New South Wales - I shall have to give this a look one day.
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