Among the more recent artworks to adorn the walls of a small Melbourne park is a mural drawing attention to air pollution in Mongolia.

But the artist behind the Docklands piece said a newly-released video showing the making of the mural portrays the artwork's message better than the mural itself.

As well as being the world's coldest capital city, with temperatures as low as minus 40 degrees Celsius, Ulaanbaatar in Mongolia is among the most polluted cities in the world.

Melbourne-based artist Khosnaran Kurelbaatar, aka Heesco, moved to Australia from Mongolia in 1999 and still has friends and family in Ulaanbaatar.