A Victorian man has sought medical treatment for a suspected gunshot wound following an unusual plea from police.

Anthony Scott, 37, is believed to have been shot in the upper body during a violent altercation in Narre Warren in southeast Melbourne about 12.45am on Saturday.

Police responded to the incident but he and another man had already left the scene.

He was last seen in Forest Hill about 3am the same day.

Police issued a plea on Sunday morning for Mr Scott to seek medical treatment for his injuries and have since confirmed he had done so after being located.

There is no suggestion Mr Scott is wanted in connection with a crime.

The circumstances surrounding the incident are yet to be determined but police believe it was a targeted attack.

-AAP