Tommy Robinson, one of the founders of the nationalist organization, and his friend received free dinners at Selfridge's restaurant after their complaint Monday, The Guardian reported.
"We pride ourselves on making everyone welcome and endeavor to provide world-class customer service at all times," a spokesman for the store said. "We are taking the matter very seriously and are currently investigating it."
The assistant involved in the incident could lose his job, the store said.
Robinson said he and his friend were looking at clothes Monday when the assistant asked if his friend was with him. He said the man gave an obscene reply when he was told they were together.
Robinson recorded the incident with his cellphone.
Robinson said his friend is not involved in the EDL. He said he believes the assistant is a Muslim.
"If a Muslim was uncomfortable serving me, I wouldn't have been bothered," he said.
The EDL says it opposes Muslim extremism. The group has been involved in clashes with police during protests around Britain, and Robinson currently faces charges involving an attempted march to the place in London's Woolwich district where Lee Rigby, a British soldier was killed, allegedly by Muslims.
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