Chris Noden, 38, tried to enter a Tesco supermarket with a trolley in Newport, south Wales, dressed in nothing but his underwear, but was stopped by security staff.
Dawn filmed the encounter and told the staff: “Clothes are non-essential — let him in.”
It comes after the Welsh government banned supermarkets from selling “non-essential” items such as clothing and books while the 17-day “firebreak” lockdown is in force to curb the spread of coronavirus in the country.
The restriction saw large supermarkets cordoning off aisles and placing plastic sheeting over items including children’s clothes, bedding and kettles.
A petition submitted to the Welsh Parliament calling for the ban to be immediately reversed has garnered around 60,000 signatures.
Watch: Mark Drakeford to ‘review rules’ on essential items
In the video, Dawn can be heard telling the security staff: “Your store’s policy says clothes are non-essential. Let him buy some clothes.
“This is beyond ridiculous. There are children out there growing that need clothes.”
But the security guard replies: “He’s not appropriately dressed. Go and take it up with the government. You can’t come in dressed like that.”
Dawn asks: “So clothes are essential to day-to-day life?”, to which the security guard replies: “Of course they are.”
She later posted the video online, adding: “Please note that no lockdown rules were broken, nobody was put at risk, this non-essentials list is beyond a joke! Clothes aren’t essential are they Mr Drakeford.
“Chocolate, sugar, alcohol and tobacco all classed as essential items?”
The strict firebreak lockdown began at 6pm on Friday and forced non-essential retail, including clothes shops, furniture stores and car dealerships, to close.
Welsh First Minister, Mark Drakeford, told ITV Wales News that ministers would meet with supermarkets on Monday to discuss the ban on selling non-essential items.
He said supermarkets have “discretion” over the ban and acknowledged some people may deem such items as essential “for entirely unexpected reasons”.
“I won’t need — I don’t think — to buy clothing over this two weeks and I think many, many people in Wales will be in that position too,” said Mr Drakeford on Sunday.
“For me, it won’t be essential. But I recognise that there will be some people who for entirely unexpected reasons which they couldn’t have foreseen will need to buy items.
“In those circumstances where those welfare reasons are at stake, we will make sure that our supermarkets understand they have the discretion to apply the rules differently.”
Watch: How will England's three-tier local lockdown system work?