The incident happened Tuesday at 12:45 p.m.
It didn't happen at the museum or on museum's property, but a nanny told museum security she saw a man who appeared to be inappropriately touching himself on the playground at Gates Crescent Park.
Museum spokeswoman Zoe Ocampo told 9NEWS, security called police and went back outside looking for the man, but he "got spooked" and started walking away. Museum security searched for the man, but was not able to locate him.
"Nothing like this has ever happened on our property," Ocampo said. "Safety is our number one concern at all times. We don't allow adults in the museum without children."
Ocampo said the mom gave the description of the man, but left after making the report. She did call later to double check if the museum was doing something about her report.
According to Ocampo, Denver Police routinely do sweeps of the park. The museum asked they do more.
Museum plans to have staff additionally monitor the park as well.
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