The video, which has been published by The Sydney Morning Herald then shows Walsh turning around and telling the fan "I'll take your mums."
The apparent attempt at humour from Walsh, who was being escorted back to the team hotel by security at the time the comment was made, has not gone down with the fan who made a complaint to head office.
It's understood the Broncos are less than impressed with the fan event's organisation on Thursday, with the NRL putting on a week-long festival ahead of the grand final in Sydney.
Brisbane arrived in the harbour city ahead of the grand final on Wednesday just hours before the Dally M Medal ceremony.
Walsh is expected to be one of the key players in Sunday's grand final, with the Broncos looking to stop the Penrith Panthers from making it three straight premierships.
The star fullback, who was suspended earlier in the year for a foul-mouthed tirade at a referee, also played for the Queensland Maroons this year and has been one of the club's best throughout the course of the campaign.
The grand final kicks off at 7:30pm (AEST) on Sunday evening.