A man who died while in police custody on the Great Ocean Road on Friday night was a 35-year-old fugitive wanted over a violent knife attack in St Kilda less than 24 hours earlier.

On Saturday night, Victoria Police confirmed the man who had died shortly after he was arrested in Bellbrae had been formally identifed as David Perry.

On Friday afternoon, police issued a warrant for Mr Perry, for the charge of attempted murder, after a St Kilda resident was stabbed inside his Wellington Street apartment.

The victim, 32, was with a woman, and the pair were returning home to their apartment about 4am, when they were confronted by a knife-wielding intruder.