Video clips show cars with sirens and blue lights flashing as they drive down the road. In one instance, a driver appears to be waving an Armagh flag out of his window.
The footage is believed to have been filmed in Camlough, hours after the county’s footballers beat Galway to lift the Sam Maguire Trophy for the second time at Croke Park.
TUV chief Jim Allister demanded an investigation into what he called a “shameful display”.
DUP MP Keith Buchanan said he would raise the issue with the policing board this week.
Superintendent Norman Haslett, Newry, Mourne and Down district commander, said an internal investigation was underway.
“We are aware of footage circulating on social media showing our officers, driving Police Service of Northern Ireland vehicles, taking part in celebrations following Armagh’s victory in the All-Ireland final,” he said.
“We have launched an internal investigation into the circumstances surrounding this incident.”
Armagh beat Galway 1-11 to 0-13 to win the All-Ireland for the first time since 2002, sparking celebrations across the county.
However, the PSNI incident looks set to cause a major controversy.
A clip widely circulated online shows three PSNI vehicles arriving in the village in quick succession.
Two appear to continue on their way, but the third goes around a mini roundabout before coming back, stopping and appearing to collect an Armagh flag from a fan.
The driver is then seen waving the flag from the window before returning to the mini roundabout, with the vehicle’s emergency siren and lights flashing.
A crowd of spectators can be heard applauding.
Footage has also emerged of an Armagh fan climbing onto part of the PSNI station in Lurgan unmolested.
Jon Burrows, a retired senior PSNI officer, said the scenes were inappropriate.
He posted on X: “This is a wonderful day for Armagh GAA and all its players, families, friends and supporters. However, the police service is a professional body and police cars should not be driven like this on any occasion.”
He added: “I have always worked hard to build community relationships, but I think it is inappropriate for a flag to be flown on a police car.
“The photo of the PSNI station in Lurgan also represents a security breach and a clear intrusion which should be investigated.”
Mr Buchanan, the Mid-Ulster MP, said DUP representatives would meet the PSNI on Monday afternoon.
“A meeting is scheduled (Monday) with the high command and I will raise this issue on Thursday before the police council,” he said.
“Who was driving that vehicle? Yes, a PSNI officer. Those of you who have been arrested for dangerous driving or negligence will probably be wondering what happened to you, the same police force that fined you.”
Upper Bann MP Carla Lockhart said she expected the PSNI to “act neutrally” and had raised her concerns with the local police commander.
Mr Allister, MP for North Antrim, said the PSNI needed to “wake up”.
“I will be contacting the Police Ombudsman and the Chief Constable following a disgraceful display by officers in a PSNI marked car this evening in Camlough,” he said.
Mr Allister added: “Loyalists often wonder why we talk about two-tier policing. Tonight we see the evidence of that in the spotlight.”
“Independent policing has fallen into disuse and the PSNI has destroyed any pretense of being a balanced force.
“Urgent action must be taken against the officers involved if there is to be any hope that trust will not fall to a historic low.”
