A MAN who died in Sydney's CBD after police stunned him with a Taser might not have been involved in a robbery, police say.

Officers had identified the man as a suspect after a report of a robbery in The Rocks about 5.30am (AEDT) today.

They confronted him a short time later in Pitt Street and tried to arrest him.

The man resisted and police used capsicum spray and a Taser in an attempt to subdue him.

He stopped breathing and could not be revived despite the efforts of police and paramedics.

Acting assistant commissioner Mark Walton said police were responding to reports of a robbery and the details of what happened remains unclear.

"It's unclear as to the involvement of this man or the extent of that actual incident. Whether it is a robbery or not is unclear at this time," Mr Walton said today.

"The report of a robbery is ongoing and I cannot ... even confirm that it was an actual robbery.

"It was a case of it being reported as a robbery at this time."

Mr Walton said he could not say whether the man was armed or was under the influence of drugs and alcohol. Nor could he give any details about the taser incident, he said.

"We don't know what's caused this man's death. That will be a matter for the investigation and coroner."

NSW Premier Barry O'Farrell refused to comment on the incident until he had been fully briefed but said his government supported the use of Tasers.

"We've always supported the use of Tasers as a non-lethal alternative," Mr O'Farrell told reporters in Sydney.

"Tasers versus guns is a clear choice."

Police are yet inform the man's family of his death.

The State Crime Command Homicide Squad has launched a critical incident investigation.

An stretch of Pitt Street, between Liverpool and Bathurst streets, has been sealed off and remains a crime scene.

Originally published as Tasered man may not have been suspect