Federal Conservative leadership hopeful Chris Alexander said he felt "uncomfortable" during a rally at the Alberta Legislature this weekend as the crowd chanted "lock her up" in response to his comments about Premier Rachel Notley's leadership.

The former immigration minister was a speaker at the rally on Saturday, which was hosted by the right-wing Rebel Media group to protest the NDP government's plan to impose a carbon tax in January.

In a video posted on Twitter by Rebel Media reporter Sheila Gunn Reid, Alexander is nodding and smiling in front of the crowd of about 1,000 as they chant "lock her up" in response to his comments about Notley's leadership.

At no point in the video does Alexander attempt to calm the crowd or denounce their chanting.

"I could clearly hear what they were saying and I was uncomfortable," Alexander told CBC News on Sunday.

"It was not something I initiated, it was not something I said at any point and it's not something I agree with. I was smiling because I was trying to think of a way to change the chant."

I could clearly hear what they were saying and I was uncomfortable. - Chris Alexander, Tory leadership candidate

Alexander said the crowd, many of whom were bused from Calgary and Red Deer, needs to take responsibility for their own words.

But the government needs to do a better job of listening to their frustration with the current state of the Alberta economy, he added.

Chris Alexander speaks on the Alberta legislature steps on Saturday during a rally to protest the NDP government's plan to impose a carbon tax. (Supplied)

He said he wanted to chant "vote her out," but instead listened to what the crowd was saying.

"I heard a lot of frustration. We have to understand where they're coming from," Alexander said. "I see this carbon tax coming in the wake of a major downturn that's going to make a dark situation even darker."

Hacking encouraged, anti-immigration flyers distributed

Among the other speakers at the rally was Bernard (the Roughneck) Hancock, the oil rig worker who went to Parliament Hill to deliver a speech in September.

Hancock spoke to the rally, asking supporters if they knew anyone who was a "computer hacker."

More than a thousand people crowded the Alberta Legislature today to rally against the provincial carbon tax put forward by the NDP on Saturday. (Zoe Todd/CBC)

"I know there's a bunch of stuff they can dig up on what's going on in that building," he said Saturday, pointing to the Alberta Legislature building. "We need their help."

The call for hackers is similar to the one then-presidential candidate Donald Trump made in response to the missing emails of Democratic rival Hillary Clinton.

Meanwhile, a flyer with the title "Unnecessary Immigration is Destroying Canada" was distributed at the rally. The flyer is supported by the Immigration Watch Canada organization and said Canadians should band together and stop unnecessary immigration.

"Canada does not need endless inflows of people," the flyer said.

This comes three months after hateful flyers with Immigration Watch Canada's name on them were distributed across the University of Alberta campus with the words "F---k your Turban" on it. Immigration Watch Canada denied any affiliation with the posters in September.

'A lot of things disturb me about it'

Two Edmonton city councillors say Alexander's reaction to the crowd was not enough.

Coun. Andrew Knack said video of the chanting was "extremely concerning" to him.

Knack said it's the role of an elected official, or of someone seeking elected office, to denounce the behaviour seen in the video.

Federal Conservative leadership hopeful Chris Alexander says he does not agree with Alberta Legislature rally attendees' chants of 'lock her up,' but says government needs to better acknowledge their frustration. (CBC)

"Somebody who's seeking elected office should have said, 'Wait a second everyone, that's not why we're here. I appreciate your passion, I understand why you're angry,'" Knack said.

"He could have said, 'I'm angry too, but we're going to change things by working hard to be elected in the next election.' That's how we do it. We don't suggest jailing somebody we disagree with. That's what I would have liked to have seen from some of the political leaders who were at that rally."

Other political leaders at the rally included Wildrose Leader Brian Jean and Edmonton-Greisbach MP Kerry Diotte.

Notley has been subject to threats of violence, particularly on social media, since her election in 2015.

Coun. Dave Loken said watching the crowd chanting "lock her up" in the video reminded him of the U.S. presidential election last month. Supporters of U.S. president-elect Trump would often shout it in reference to Clinton on the campaign trail.

Loken said it's "irresponsible" for an elected official to not stand up against discrimination, hatred and intolerance.

"A lot of things disturb me about it," he said. "When you hear chants like that ... it's your responsibility as a publicly elected official, in my opinion, to call that out immediately."