A man in custody at Auckland's Mt Eden prison died this morning. 

An investigation into the man's death is under way. 

Mt Eden Corrections Facility prison director Dennis Goodin said the man died suddenly in the intervention and support unit around 10am. 

All deaths in custody were referred to the Coroner for investigation and to determine the cause of death, Goodin said. 

An internal review and investigation by the Corrections Inspectorate would also be carried out. 

Goodin said the agency was limited in the information it could provide due to the Privacy Act and because the man's death was subject to an ongoing investigation. 

"Our thoughts are with the man's family and friends. Other men in the unit and staff are being provided with support. 

"Police attended the facility and are responsible for notifying the man's next of kin." 

A police spokesperson said police were called to the prison at 9.40am to reports of a sudden death. 

Inquiries were under way but no further comment could be provided at this early stage, the spokesperson said.