Dumas House has gone into lockdown after climate change activists rallied outside the headquarters of WA government.

Police are now trying to move Extinction Rebellion members away from the premises, but some have glued themselves to the floor, calling on the government to stop subsidising the fossil fuel industry.

6PR Mornings host Gary Adshead says the protest group has rallied around Dumas House.

"They have graffitied the building quite extensively ... it looks like they've glued themselves together and are sitting in an area that blocks access," he said.