Stedman1 has this covered if it is occurring in your browser. If you are receiving this message because you are running any anti-virus application on your Mac, then follow the product vendor's removal instructions. Anti-virus products adversely impact the normal operation of the Mac operating system, are worthless, and give false positives that can raise your blood pressure.
Instead, you might consider the free Malwarebytes to interactively, and occasionally scan your Mac for anything (non-virus) that has infiltrated it from wrong buttons clicked on a web site, or aggregator download site.