Rockingham football club will be asked to "please explain" after one of its supporters donned a Ku Klux Klan outfit to watch a game in Pinjarra on the weekend.

A photo sent to the Mandurah Mail on Sunday shows a person wearing what appears to be a pointed hood associated with the white supremacist group.

The photo with a man dressed in Ku Klux Klan hood was sent to the Mandurah Mail.

Pinjarra junior football club president Luke Guthrie said he was "truly sorry anyone has had to witness this person and/or this photo".

"I can assure you all this individual has no involvement at our club and we do NOT condone this sort of behaviour."