AMSTERDAM, July 20 (Reuters) - Dutch police on Wednesday said they were investigating an assault after an anti-immigrant group said its members had detained an asylum seeker.

Members of a new Dutch branch of the group 'Soldiers of Odin', set up in Finland in 2015, said in a post on Facebook they had detained an asylum seeker whom they accused of assaulting women in the northern Dutch town of Winschoten. The group had appealled to members to hunt for the man.

The group denied using violence against the man, saying he was approached in the street and waited voluntarily for police to arrive.

"They called on members to hunt an asylum seeker in posts on Facebook," said police spokesman Ernest Zinsmeyer. "The person in question had been assaulted, but it is unclear who did it. That's what we are investigating."

One of the founders of the Finnish branch of Soldiers of Odin was convicted last month for aggravated assault.

On its Dutch-language Facebook page, Soldiers of Odin said a branch had been opened in Groningen, a province in the northern Netherlands.

The Soldiers of Odin, named after the king of the gods in Norse mythology, have triggered fears of a rise in vigilante movements in the Nordic countries as the numbers of immigrants rise.

Dutch far-right leader Geert Wilders, who is leading opinion polls ahead of March 15 elections but does not advocate violence, has called for the borders to be closed to Muslim immigrants. (Reporting By Anthony Deutsch; Editing by Janet Lawrence)

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