The NRL Integrity Unit is investigating Reece Walsh on the eve of the competition's grand final over an incident involving a member of the public.

The Brisbane fullback felt compelled to confront a fired-up Penrith fan at the conclusion of the NRL's Fan Fest at Circular Quay in Sydney after words were exchanged.

The altercation occurred on Thursday afternoon as the Broncos squad had been walking 600 metres back to their team bus.

A random sledge from the passerby in Panthers' colours targeted the 21-year-old star, allegedly suggesting that "(rival) Moses Leota will take your head off this weekend".

Broncos teammates and security surrounded Walsh at the time, but in the middle of the league scrum he's clearly heard responding, "I'll take your mum's (head off)."

The club has not released a statement over Walsh's impromptu reply, but those close to the team reportedly said it was an inappropriate attempt at humour.

A video of the incident that was posted on social media hours later on Friday failed to capture the fan's initial comment that set Walsh off.

Several media outlets have reported a complaint was lodged with the NRL, whose spokesperson has publicly confirmed an investigation has been launched.

More footage of the incident is being sought for the investigation before charges could proceed, the spokesperson added.

A witness told The Daily Telegraph: "(The) young kid was visibly upset and shaken".

That may contradict another report that the fan reacted to Walsh's surprise comment with a shocked smile and a laugh on the video.

The incident happened little more than 48 hours before the game's showpiece event that will kick-off on Sunday evening.

Brisbane is also said to be less than impressed with being told to attend the fan event.

Walsh could be in serious strife should the accusations ring true after previously committing to clean up his ill-discipline.

The Murri man declared in June he was well aware of living a life of "a role model to young kids".

Those words came after the NRL judiciary handed out a three-match ban for contrary conduct over verbally lashing out at a referee decision that was picked up and heard by the TV microphones on whistleblower Chris Butler.

Walsh could be heard saying, "What the f*** do you mean, c***?" in the Brisbane loss to the Gold Coast.

Despite the controversy, Broncos coach Kevin Walters said the incident off the field will not affect Walsh's performance.

He declared the Panthers would struggle to contain one of the most talked about players in the game in attempting to claim their third consecutive NRL title.

"Reece is ready to go, he's just excited about tomorrow night," Walters told NRL.com.

"He's never played a game here, so it was good for Reece to come out and have a look at the surroundings.

"He's a very popular rugby league player – we're trying to keep him grounded, and that's very hard, but we'll just let his football do the talking now.

"We've got through the hard part of the week for him; his best part is playing."