The death of a young policeman inside a police station in Melbourne's east on Saturday has been described as an "absolute tragedy".

The policeman, who is believed to have been new to the job at Boronia police station, is understood to have shot himself.

Detectives from the homicide squad are at the police station investigating the death, but have confirmed there are no suspicious circumstances.

The death forced Boronia police station into lockdown for several hours on Saturday.

Acting assistant commissioner Graham Arthur said the policeman was found dead by his colleagues.