The Western Australian government has banned controversial far-right commentator Milo Yiannopoulos from appearing at government-owned venues, and has urged him not to visit the state.

The self-described "outrage troll" and "anti-feminist" is embarking on an Australian tour later this year.

According to his website, one of his Sydney shows is already sold out.

In an exclusive interview with 9NEWS, WA Premier Mark McGowan said Yiannopoulos was not welcome in Western Australia.

"We'll make sure all government venues are not available to him,” Mr McGowan said.

Milo Yiannopoulos addresses the media after his comments on pedophilia. (AAP)

Yiannopoulos was a leading light in the alt-right movement, but his public comments over pedophilia saw him forced to resign from fringe right news site Breitbart in February.

The 33-year-old is accused of defending pedophiles by condoning relationships between young boys and older men.

"Anyone who defends pedophiles and associates with Nazis, I don’t think is a rational person, we shouldn’t have them delivering lectures and performances to West Australians," Mr McGowan said.

Men’s magazine Penthouse is promoting Yiannopoulos' tour and spokesman Damien Costas said he "wasn’t interested in his views" but was "defending his right to say it".

He also said venues would be kept secret until seven days before events to avoid vandalism from protestors.

"In some cases we've seen Molotov cocktails go through the windows, we don’t want to see that happen," he said.

A petition to block Yiannopoulos from entering Australia has failed.

Milo Yiannopoulos speaks at an event in Colorado. (AAP)

Speaking on podcast Drunken Peasants last year, Yiannopoulos spoke in favour of sexual relationships between adults and children.

"There are certainly people who are capable of giving consent at a younger age, I certainly consider myself to be one of them, people who are sexually active younger," he said.

"Some of those relationships between younger boys and older men, the sort of coming of age relationships, the relationships in which those older men help those young boys to discover who they are, and give them security and safety and provide them with love and a reliable and sort of a rock where they can’t speak to their parents."

Yiannopoulos was cut off by one of the radio hosts, who described it as "Catholic priest molestation".

Yiannopoulos then instructed the hosts on the definition of pedophilia, saying it specifically referred to sexual attraction of pre-pubescent children.

Another video later emerged in which he described child abuse as "not that big of a deal" and said victims were "whinging selfish brats".