German police said on Tuesday they were investigating a group of Lazio fans filmed doing Nazi salutes at Munich's Hofbraeuhaus beer hall before the Italian side's Champions League clash with Bayern.

Fans of the notoriously right-wing club from Rome were captured late on Monday making the gesture and chanting "Duce", a name for Italy's former fascist dictator Benito Mussolini.

The Nazi salute is banned in Germany along with other Nazi-related expressions, gestures and symbols.

A popular site for tourists, the Hofbraeuhaus was also where Adolf Hitler gave a speech at the founding of the Nazi Party in 1920.

A spokesman for the Hofbraeuhaus told AFP the venue was unaware of the incident, but said "if any anti-constitutional or xenophobic behaviour has occurred, we condemn it in the strongest possible terms".

The images of the Lazio fans were "shameful, they damage the image of the club, of all the supporters and of Rome", the Italian capital's sports minister Alessandro Onorato said in a statement.

A section of the Lazio ultras, known as the Irriducibili, have previously faced punishment for making far-right gestures.

Two sectors of Lazio's Stadio Olimpico were closed for January's match against Napoli after fans did Nazi salutes and made racist slurs against Roma striker Romelu Lukaku.

Lazio face Bayern on Tuesday with a 1-0 lead from the first leg hoping to reach the Champions League quarter finals for the first time since 1999-2000.