A 22-year-old woman has died while in police custody in Western Australia's north.

Police say the woman was being held at the South Hedland Police Station when she complained of feeling unwell.

She was taken to the Hedland Health Campus but died this afternoon.

The police Internal Affairs Unit will investigate and a report will be prepared for the coroner.

A deaths in custody campaigner, Dennis Eggington, who is chief executive officer of the Aboriginal Legal Service, has called for a transparent inquiry.

"I'm absolutely shocked and I just have so much feeling towards the family. It's very, very sad," he said.

"We really need to have an investigation into the reasons why she passed away, and we need a full and open inquiry into why she was arrested, and to whether something could have been done at that very early part of arrest."

Mr Eggington wants answers as to what happened.

"To see a young woman lose her life at such an early stage is a travesty and it's a horrible thing for people to have to put up with," he said.

"This highlights the need for answers to be found because we don't want this to happen again.

"The only way it won't happen is if people are open and honest and really have a thorough investigation.

"History in this case has repeated itself over and over again so I'm appealing to everyone to make sure that something like this doesn't happen again by having a close look at whether this could have been prevented."

Call for independent body to conduct investigation

A spokesman for the Deaths in Custody Watch Committee, Marc Newhouse, said he and the committee are disturbed by what has happened.

"This person is very young and that raises a lot of questions about the circumstances of her arrest; if any injuries were caused in the process, was she clearly unwell and if so, what medical attention was administered when they were aware of that?" he asked.

"There's a lot of questions because we know there are a lot of issues with police lockups, so it's very concerning.

"We've always been concerned that it's an internal police investigation and we have a real issue with that, these matters should be investigated independently.

"It's basically the police investigating themselves and we'd prefer an independent body conduct those sorts of investigations.

"We expect it to be thorough and for there to be thorough communication with the family."

Police have been contacted for comment.