A Liberal candidate running in the marginal seat of Frankston has been caught in a trainwreck interview after he was quizzed on the party's plans to build a power station in Victoria.

Michael Lamb, a policeman for three decades who is running to unseat Labor MP Paul Edbrooke, took part in a wide-ranging interview on Wednesday afternoon with Sky News journalist David Speers.

Labor holds the seat by a margin of 0.5 per cent.

When asked how the Liberal party planned to build a new power station, Mr Lamb told the program that it would be built by the private sector.