Different types of transport in topological semimetals probe the signatures of their band topology directly. Using Landuer-Buttiker formalism, we study transport through a rectangular potential barrier created across a junction between two topological multi-Weyl semimetals (MSMs). In contrast to a regular Weyl semimetal with topological charge J = 1, MSMs are allowed to have monopole charges J > 1. Consequently, the band structures show highly anisotropic dispersions, being linear exclusively in one momentum direction, and exhibiting a power law dependence, governed by the topological charge J, in other two directions. In this work, we restrict ourselves to MSMs with J = 1 and 2, i.e. single- and double-Weyl semimetals, and our study reveals several unconventional features, which are unique to our systems of study and are useful as diagnostic tools for such topological systems and help to understand the role of anisotropies in these systems. Most strikingly, our study uncovers that the barrier becomes completely transparent to the particles obliquely incident on the barrier only when the incident energy (E) exactly equals to the half of the barrier-height (U) with a certain condition. On the other hand, we show that the Klein tunneling, i.e. the perfect transmission of the particles incident normally on the barrier, exists not only in E < U limit but also in E > U limit. Our study also identifies a new limit (E < U) of occurrence of classical Ramsauer-Townsend effect like condition. The results presented in this work could be tested in simple experiments.