In this article we introduced algebraic sieves, i.e. selection procedures on a given finite set to extract a particular subset. Such procedures are performed by finite groups acting on the set. They are called sieves because there are certain sets of numbers which, with appropriate groups, can select, for example, a set of primes, think of the famous Eratosthenes sieve. In this article we have given a general definition of algebraic sieves. And we also introduced the notion of invariant and multi-invariant functions, certain permutations on the sieve set which, in the invariant case, commute with the action of a given sieve-selecting group and the automorphism of that group, and multi-invariants which commute with all groups and their respective automorphisms. By means of such functions we have given symmetries on such sieves. In particular, we studied certain groups of symmetries of invariant functions. Then, using such notions, we studied a particular example, the Goldbach sieve, where the selector groups are dihedral groups and the selected set consists of the primes and, in some cases, the numbers $1$ and $N-1=p$, with $N$ being even and p prime, which satisfies the Goldbach conjecture for $N$. We have shown that one of these symmetry groups is isomorphic to a subgroup or affinity group of the ring of integers modulo N with N an integer even $\mathbb{Z}_{N}$.