Just days after Perth Stadium officials announced strict new security measures for sports and concert fans, teenagers have filmed themselves breaking into and climbing the roof of the new venue undetected.

WA Police confirmed they were investigating a YouTube video posted by a group of western suburb teenage boys, who filmed themselves breaking into the NIB and Perth Stadium.

The teenagers were only caught because a member of the public spotted the video on YouTube. Credit:9 News Perth

Nine News Perth reporter Jerrie Demasi said it was unclear when the footage was filmed, as a member of the public only reported the incident to police after spotting the video online.

"These teenagers, no hi-vis, no safety gear – just walk in [to Perth Stadium]," she said.