Edinburgh: Scottish police have made a last-minute threat to shut down the Edinburgh fringe festival show of Australia's "Dr Death", Philip Nitschke, the controversial euthanasia advocate says.

Dr Nitschke's show titled "Dicing with Dr Death", described in the festival program as "teaching the funny side of the right-to-die debate", is to have its premiere on Thursday evening.

Australia's "Dr Death" Philip Nitschke, is visited by police in Scotland.

"From his involvement in the deaths of four real-life patients under Australia's Rights of the Terminally Ill Act, to his fondness for the do-it-yourself approach, Philip takes his audience on a rip-roaring ride through his 20 years working with life's one certainty: death," the synopsis for the show says.

But Dr Nitschke told Fairfax an Edinburgh council representative and an officer from Police Scotland's licensing department visited him on Wednesday afternoon. They told him they were investigating a complaint about a compressed gas cylinder to be used in the show.