Mr Fenech, a former world boxing champ, has claimed to know nothing about the Saint Michael Christian Brothers Fight Club but was photographed at a dinner marking the group's fifth anniversary in 2012.

The club has come into the sights of the NSW Crime Commission, which has  questioned Mr Fenech and others about the mysterious fight club.

It has formed part of the investigation into the shooting death of race industry worker Bradley Dillon, 25.

It has emerged Antonio Bagnato – who fought Muay Thai under the name "Tony Bang" – was linked to the Saint Michael Fight Club.

Mr Bagnato, who has Saint Michael tattooed across his stomach, was arrested in Cambodia last month over the murder of ex-Hells Angels figure Wayne Schneider.

The body of Mr Schneider, who was well-known to Sydney's underworld, was found in a shallow grave outside of Pattaya, Thailand.

It is understood Mr Bagnato travelled to Thailand not long after the alleged murder of father-of-two Mr Dillon outside Market Place in Leichardt.

The 26-year-old is a suspect in Mr Dillon's death but is unlikely to return to Australia any time soon as he is facing a string of serious charges in Thailand related to Mr Schneider's kidnapping and murder.

Before Mr Bagnato moved to Thailand and became Mr Schneider's body guard, he trained at a Muay Thai gym in Sydney's south.

Mr Fenech was a special guest at a 2012 "Muay Thai unleashed" competition where  Mr Bagnato won his fight and has also been a guest trainer at the once up-and-coming fighter's gym.

Diego Carbone, 23, was charged in 2014 with Mr Dillon's murder after trying to board a flight to Thailand.

His brother, Tony Carbone, 32, was hauled before the NSW Crime Commission and quizzed about the mysterious Saint Michael Fight Club.

He fronted court this week charged with giving misleading evidence to the crime commission about his knowledge and association with the club.

Mr Carbone, from Gymea, did not comment as he left court flanked by his lawyer, Theo Tsambas, on Wednesday.

It has been reported some of the fight club boxers trained at a gym in Marrickville where Mr Fenech also trained.

However he told the Daily Telegraph while he was aware the club trained at the gym, he knew nothing about them.

On Wednesday Mr Fenech told a press pack outside his Five Dock home he had assisted fully with the crime commission investigation "into something he had absolutely nothing to do with".

He did not respond to requests for further comment on Friday about any association with the fight club.

Fairfax Media contacted a number of fighters who were photographed at the 2012 Saint Michael Fight Club event, which Mr Bagnato also attended, but they either refused to comment or denied any knowledge of the group.

Mr Fenech was quizzed at the NSW Crime Commission in November last year as part of the Mr Dillon murder investigation.

He said he co-operated fully with the police for three hours and answered all of their questions.

However, the ex-world boxing champ's behaviour during the hearing saw him slapped with two charges for allegedly intimidating a law enforcement officer and being in contempt of the commission.

It will be alleged that Mr Fenech, while being questioned, took exception to what he was asked and threw documents towards the counsel assisting.

It will also be alleged he approached the bench where a NSW Crime Commission assistant commissioner was sitting, and paced up and down, creating an atmosphere considered intimidating.

The retired boxer, dubbed the Marrickville Mauler, has scoffed at claims he was intimidating.

"At no stage was or has it been suggested that I did not co-operate or answer every question they asked," he said on Wednesday.