A dog has had a lucky escape off an Adelaide beach after befriending a local sea lion and following him four kilometres offshore.

The dog's owner raised the alarm after Westie chased the sea lion, known as Henry, into the surf off Semaphore Beach and kept going.

Semaphore Surf Lifesaving Club captain Craig Van Tenac got the call and began the search.

"I headed down to the club and within about 15 minutes of the call-out we had the inflatable in the water," he said.

Mr Van Tenac and a fellow club member began a search pattern from where the energetic kelpie was last spotted, zig-zagging about 500 metres along the beach as they headed out to sea.

"He'd been out there for an hour... we weren't expecting to find him at all, but we just kept going to make sure," he said.

"Just when we were thinking about giving up, we spotted him - four kilometres is very far out.

"Very rarely would we ever get out that far."

Luckily for Westie and his grateful owner, the rescuers continued the search on this occasion and found dog and sea lion playing happily out beyond the surf.

"They were both fine, they were just playing around in the water," Mr Van Tenac said.

"It's lucky for the dog that Henry was in a good mood."

Mr Van Tenac said the situation was rare as sea lions usually do not go onto the beach, but if Henry does return looking for his new friend it is unlikely he will find Westie off the leash next time.

- AAP