A gang of men has attempted to steal a Melbourne woman's car by pulling her over with red and blue flashing lights.

The woman was driving in Craigieburn on Wednesday night when she was pulled over by a car which she thought was the police.

Four men then jumped out and approached her car, making demands for the vehicle and attempting to get inside before she sped off, police said on Thursday.

The men, believed to be African in appearance, then got back in the car and followed her along the Hume Freeway before driving off.