Police probe Victorian MP for 'incitement'

A sitting Victorian MP is under investigation after allegedly appearing to incite violence against Premier Daniel Andrews during a rally in Melbourne.

The upper house crossbench MP turned Angry Victorians Party candidate Catherine Cumming was filmed giving a speech outside Flinders Street Station on Saturday afternoon.

"I joined the Angry Victorian Party for one reason - to make Daniel Andrews turn into red mist," she told the crowd.

"In the army we would call it pink mist but I want him into red mist.

"Give anyone here in the army a job to blow someone up and they will."

Red mist is a military term used to describe the blood that comes out of a sniper's target when they are hit.

Victoria Police has confirmed it will investigate.

"Police will investigate following a report of inciteful behaviour during a speech at a rally outside Flinders Street Station on 19 November," a spokesperson said.

"As the investigation is ongoing it would be inappropriate to comment further at this stage."

Dr Cumming said she did not resile from her comments.

"There was no inciteful behaviour. I stand firm that there was no inciteful behaviour," she told AAP.

She claimed her reference to "red mist" was over Labor's "red shirts" scandal and not a reference to the military term.

"I was in the army as a medic. I do not have a gun licence. It's kind of silly to suggest that I would be inciting violence with the words that I have said," Dr Cumming said.

The MP said police surrounded her and the crowd when she made her speech and knew who she was.

"At no stage did they come up to me and speak to me about anything that I had said," she said.

Liberal Leader Matthew Guy condemned Ms Cumming's comments.

"Statements and language like this have no place in our state or nation," he said in a statement.

"Dr Cumming should withdraw those remarks immediately and apologise unreservedly."

Dr Cumming represents the Western Metropolitan electorate.