An anti-Islam protester at last weekend's chaotic Reclaim Australia rallies in Melbourne had packed a pistol in his luggage, police have confirmed.

The man at the centre of the chilling incident was part of a group of United Patriots Front members who were preparing to board a bus in Sydney for Melbourne last week.

Reclaim Australia protesters clash with opposition protesters in Melbourne. Credit:Luis Ascui

United Patriots Front is a far right group that has aligned itself with neo-Nazis and counts among its leaders a man convicted of anti-Semitic harassment.

Members of the group had openly discussed "packing" firearms — "only small ones" — on Facebook in the lead up to the rally, and police confirmed last week they would investigate those threats.