He expected that the Independent Police Conduct Authority would also conduct its own investigation.
The man was in custody on active charges of kidnapping, injuring with intent to injure and male assaults female.
He was arrested this morning for breaching bail conditions which related to his active charges, and had appeared in court today.
A post mortem would be conducted to establish the cause of death.
A Ministry of Justice spokesman confirmed the death but said officials were unable to comment further as police were investigating.
Police said preliminary inquiries indicated there were no suspicious circumstances and the Coroner has been advised.