I've heard this a few times now, though I've never seen a precise result. I guess the precise statement would be close to:
Let $N_i$ be a basis normal subgroup neighborhoods of the identity in a profinite group $G$, $\pi_i : G \to G / N_i = G_i$ the natural projections, and $U$ an open set. Then $\mu(U) = \lim |\pi_i(U)| / |G_i|$, where $\mu$ is the Haar measure, and $||$ is the counting measure on the quotient.
Is this correct? What exactly does "lim" mean there - limit as a net in the real numbers?
I think it is more or less clear that such a function is bi-invariant, and has $\mu(G) = 1$. I'm less sure about how to prove that this is countable additive - it's clear for cosets of open subgroups, but I don't see how to jump from those to all open sets. I guess one would also have to prove some kind of regularity, or maybe those follow from measure theoretic machinery - I don't remember these details of measure theory too well.
Anyhow, I would appreciate a reference or an explanation!