POLICE have cleared Fremantle captain Nat Fyfe of any wrongdoing after he drew attention for his decision to stop for a surf near Margaret River.

There are intrastate border restrictions in place in Western Australia and the state government has requested locals not to travel away from their primary place of residence.

Fyfe was in the area while driving a truck for his father's transport business, for which the Dockers confirmed he had an exemption note that stated he was an approved WA essential traveller.

Fremantle chief executive Simon Garlick said it was the club's understanding Fyfe was able to exercise in a region "in accordance with the guidelines" if he had approval to be there for legitimate work purposes.

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"Nat has been following all the regulations and guidelines regarding social distancing since they have been released and frequently updated, as everyone is endeavouring to do," Garlick said.

"As a club, we are encouraging our players to do whatever they can to keep occupied while the season is suspended, including working hard in an operating business, as Nat has been doing.

"We also require that our players maintain a high level of fitness and general well-being during this downtime by following a daily exercise regime.

"The club categorically supports Nat's decision-making throughout this episode. He understood he was doing so in accordance with all current responsible practices regarding social distancing.

"We are fully supportive of all of the Government regulations that have been introduced to reduce the spread of COVID-19."

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Earlier, Western Australia's Police Commissioner Chris Dawson said an investigation would take place into Fyfe's actions and "there are questions to be answered".

"An essential service is not surfing unless you are a professional surfer. I'll leave it at that," Dawson said.

WA premier Mark McGowan also said that Fyfe going for a surf in the current climate was "not a good look".

Fyfe was spotted on Thursday morning at Gas Bay, in the Margaret River region, about 400km from Lake Grace, where the 28-year-old is staying and his father's business is based.

Breaches to self-isolation or quarantine rules attract $1000 fines in Western Australia.