Lethbridge police say they're investigating after live mortar rounds were left in front of the city's supervised consumption site and in a downtown park on Saturday.

Police said officers responded after a mortar round was found Saturday in a garbage can near the front door of the supervised consumption site at 1016 First Avenue South.

The building and parking lot were evacuated as a precaution, and the police explosive disposal unit determined the 82-millimetre mortar round was live.

Police had received a report earlier in February of two people in a north Lethbridge neighbourhood who were carrying a backpack that appeared to contain two explosive devices.

Police say a live mortar round was found in a trash can near the front entrance of Lethbridge's supervised consumption site. (Google Maps)

The complainant provided a photo of the devices, police said, which appeared to match the mortar round found at the supervised consumption site.

Police searched the building and did not find the second round inside. The second mortar round was discovered the next day off a walking path in Galt Gardens, police said. That same day, a large protest was held in the gardens against public sector cuts.

Explosive ordnance disposal technicians with the Canadian military helped police safely destroy the rounds.

Police are continuing to investigate who placed the two mortar rounds.

It's not believed the supervised consumption site was targeted, police said.

Last year, the supervised consumption site and its staff and clients were the target of a drive-by paintball shooting.