Melbourne Football Club is investigating an incident at a St Kilda nightclub in which one of its players allegedly urinated on the bar before being thrown out by bouncers.

It is understood Brent Moloney, a member of Melbourne's leadership group, was ejected from Pretty Please in Fitzroy Street, St Kilda between 2.30am and 3.30am today.

Witnesses to a Melbourne radio station claimed the Demon player had relieved himself against a bar at a nightclub about 3am.

Melbourne chief executive Cameron Schwab said Moloney admitted to being drunk while out celebrating in St Kilda in the early hours of the morning.

Schwab said Moloney had apologised to the club and the players.