An investigation is under way after a federal election candidate in Queensland said he received a threatening audio message of gunshots.

LNP candidate for Leichhardt Jeremy Neal said he was campaigning late last week when he checked his phone and saw the message.

It was an almost five-minute-long audio clip of gunshots being repeatedly fired.

”It was quite concerning to me. I worried,” Neal told 9News.

“I obviously contacted my family quite quickly to make sure they were fine, and then passed it on to the police.

“This crime epidemic is going on, and people think it’s OK to do this. It’s definitely not.

“I hope the police can get to the bottom of this.”

Queensland Police are investigating but have not identified a suspect.