Chris Noden, 38, walked into Newport's Tesco in just his boxers and a face mask.
He and wife Dawn argued with security that clothes were deemed 'non-essential'.
Wales was plunged into a draconian 'firebreak' lockdown from 6pm Friday night.
Shops stopped from selling some goods including clothes, and people are asked to stay at home.
A dad attempted to shop at a Welsh supermarket wearing just his boxer shorts and a facemask in protest at Wales' ban on selling 'non-essential' items in supermarkets.
Chris Noden, 38, was stopped by security staff as he tried to push his trolley into the Tesco store in Newport, Gwent.
Furious wife Dawn, 33, filmed him as he tried to access the store, demanding: 'Clothes are non essential - let him in.'
Dawn tells the workers: 'Clothes are deemed now non-essential. Your stores policy says clothes are non essential.
'Let him in to buy some clothes.
'This is beyond a joke. There are children out there growing that need clothes.'
But a security guards says: 'He's not appropriately dressed. Go and take it up with the government.'
'You can't come in dressed like that.'
When the staff say they won't let him in, Dawn repeats: 'So clothes are essential to day-to-day life?'
The worker replies: 'Of course they are.'
The couple were turned away but Dawn later posted the video online saying: '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 Drakefold.
'Chocolate, sugar, alcohol and tobacco all classed as essential items?'
A Tesco spokesperson said in response to the incident: 'Under new restrictions set out by the Welsh Government, we are currently unable to sell "non-essential" items in our stores.
'Our colleagues have worked hard to put these measures in place and we ask that customers please respect these restrictions.'
Dawn said she posted the message in response to mum Chelsea Jones telling how she was unable to buy new pyjamas for her hospitalised daughter whose old clothes had got covered in blood.
Chelsea said: 'Please someone tell me how it's not essential that I pop to the closest supermarket to the hospital (which is 5 minutes away) to get my daughter new underwear and pyjamas as hers are soaked in blood.'
Chelsea was forced to make a 40 mile round trip home from the hospital in Cardiff to Llwynypia, Rhondda, to get replacements.
First Minister Mark Drakeford has announced that non-essential items should not be sold during the country's firebreak lockdown.
So far the Welsh government has not published a public list of what these goods include.
The supermarkets have also not responded on whether they have been given specific instructions on what they cannot sell.
But information gathered throughout yesterday suggests these items cannot be sold during the 17 days of restrictions:
Wales was plunged into a draconian 'firebreak' lockdown at 6pm on Friday and it is expected to wreck the Welsh economy.
Under the move, which will last 17 days, people have to stay home and leave only for a limited reasons, including exercise, buying essential goods or to provide care.
However, some 17,000 people have signed a petition for the Welsh Government to reduce the restrictions.
First Minister Mark Drakeford said the restriction was a 'matter of fairness' as non-essential retail has to close during the two-week period, which began at 6pm on Friday and will last until November 9.
Guidance published by the Welsh Government says certain sections of supermarkets must be 'cordoned off or emptied, and closed to the public'.
These include areas selling electrical goods, telephones, clothes, toys and games, garden products and dedicated sections for homewares.
Supplies for the 'essential upkeep, maintenance and functioning of the household' - such as batteries, lightbulbs and rubber gloves - can be sold during the lockdown.
But anger over the rule has already spilt over, with a 28-year-old man being charged with criminal damage and breaching coronavirus regulations after plastic sheets were torn off banned 'non-essential' in another Tesco store.
Video posted on social media showed covers being ripped down at the company's Bangor outlet on Friday night, after staff had tried to wrap up shelves of items to comply with rules.
North Wales Police said Gwilym Owen, from Anglesey, has been further charged with several public order offences.
He is due before magistrates on Caernarfon on November 24.
Images posted on social media showed aisles selling products such as children's clothes, greetings cards and books blocked off, with plastic sheeting placed over items to prevent shoppers from accessing them.
The petition called the rules 'disproportionate and cruel'.
'We do not agree that this is a prudent or rational measure, and will create more harm than good,' the petition states.
'We do not agree for example that parents should be barred from buying clothes for their children during lockdown while out shopping.
'This is disproportionate and cruel and we ask that the decision be reversed immediately.'
Conservative MS Russell George said it was 'unfair' to force independent clothing and hardware retailers to shut while similar goods were on sale in major supermarkets.
On Saturday, Andrew RT Davies, shadow health minister of the Welsh Conservatives, called for the ban to be 'dropped immediately'.
He said: 'I have never witnessed such a fierce backlash against a decision from the Welsh Labour Government.
'This ludicrous ban has caused real anger across Wales and it's not fair on those staff working in our supermarkets, and the general Welsh public who are already at their wit's end with a difficult fortnight looming.'