Barnawartha man Jarrad Searby, who says he is president of a local branch of the Proud Boys, was filmed entering Jacob Toyota on Tuesday with two others.

He said he was seeking an employee connected to a Border antifascist group following online posts and said the group would protest outside if the man continued.

The Border Mail has chosen not to republish the two-minute video, which was uploaded by Searby.

Police have not laid charges but confirmed they are aware of the video.

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Spokeswoman Alex Day didn't comment directly on the incident but said such groups were monitored.

"Victoria Police will not comment specifically on the ongoing activities of far-right groups, except to say that we closely monitor a range of groups to ensure there is no threat to public safety," she said.

"Responding to these groups and associated events and protests is part of what police do on a daily basis.

"We are equipped and well-prepared to deploy resources and to respond and intervene where needed.

"Victoria Police also works closely with its state and federal partners and our Joint Counter Terrorist Team has undertaken a number of investigations covering extremism from a range of backgrounds irrespective of religious, political or ideological motivation.

"Victoria Police is committed to responding to any acts of racism, discrimination or vilification based on religion, culture or ethnicity.

"We encourage anyone who has been a victim of a prejudice-related crime to reach out to police for assistance.

"Every Victorian has the right to feel safe and secure in the community and in pursuing their values, beliefs and interests."