Let $(G,B(G))$ be a Polish group. A Borel set $A \subset G$ is called Haar null if there is a Borel probability measure $\mu$ in $G$ such that $\mu(g(A))=0$ for each $g \in G$.
A Borel measure $\lambda$ in $G$ is called left invariant if $\lambda(g(X))=\lambda(X)$ for each $X \in B(G)$ and $g \in G$.
A Borel measure $\nu$ in $G$ is called quasi-finite if there is a compact set $F\subset G$ such that $0<\nu(F)<+\infty$.
Question. Let $(G,B(G))$ be a non-locally compact Polish group and $A$ be Haar null set. Does there exist a quasi-finite left-invariant Borel measure $\mu$ in $G$ such that $\mu(A)=0$?
An answer on Ilya question is yes. See [John C. Oxtoby, Invariant Measures in Groups Which are not Locally Compact, Transactions of the American Mathematical Society, Vol. 60, No. 2 (Sep., 1946), pp.215-237] Theorem 3, p. 220.