Police say the public was right to report an Indonesian-born Mount Gambier man who was wearing an exercise vest while working out in a local park.

Key points: Mount Gambier man Setio Shanahan was exercising while wearing a weighted vest in a park

Mount Gambier man Setio Shanahan was exercising while wearing a weighted vest in a park A member of the public reported the Indonesian-born man for suspicious behaviour

A member of the public reported the Indonesian-born man for suspicious behaviour Police say the person who reported it did the right thing

Mount Gambier Police received a report of suspicious behaviour in the Railway Lands park on Sunday morning.

When they arrived, they noticed local man Setio Shanahan wearing a 50-kilogram weighted exercise vest.

Officers discovered he posed no threat to the community.

Mr Shanahan said the lesson was "don't be coloured and wear a weight vest only in the gym".

"So the police had a callout [by] a concerned member claiming a coloured man had a bomb vest on while he was on his phone. Interesting morning," Mr Shanahan posted on Facebook.

Limestone Coast Superintendent Phil Hoff said the public was right to report "unusual behaviour" so patrols could attend to make an assessment that there was no terrorist threat.

"Police wish to reassure Mount Gambier residents that we live in a very safe city, but it does not mean that we are excluded from that threat," Superintendent Hoff said.

An artwork at the park where Mr Shanahan was exercising. ( ABC South East SA: Kate Hill )

"You only have to look at the recent event in Christchurch, which is also considered a very safe place.

"The public are asked to be alert, but not alarmed.

"We want people to exercise caution and report any suspicious behaviour to police … or the National Security Hotline."

Mr Shanahan was adopted by his Mount Gambier family as a child 36 years ago.

His adoptive mother Jan Shanahan suggested racism was behind the call to police.

"If you weren't 'coloured' would the reaction have been the same? That's like saying 'I'm not racist but!'" she said on Facebook.

Another friend joked that he should "always dress right for the occasion".

Mr Shanahan will soon travel to Indonesia to meet with biological family members for the first time since he was adopted to try to and pinpoint who his father is.

When he meets his family, he said he planned to say the line from the movie Toy Story: "You've got a friend in me."

Earlier this year, a busker at a Melbourne train station was mistaken for a gunman.

Police said a musician, carrying an instrument in a duffel bag, was doing breathing exercises to prepare for his performance.

Another passenger deemed the behaviour suspicious and wrongly thought his instrument bag was a rifle case.