B.C.'s police watchdog was called to the area of Simon Fraser University's Burnaby campus Wednesday after a man died of what Mounties say was a self-inflicted gunshot wound.

Burnaby RCMP said in a statement that officers were called shortly before 1 a.m., by someone reporting a man left his home and intended to harm himself.

Officers investigated, and determined that he could be in the area of Burnaby Lake Regional Park.

After hours of searching, a man believed to be the person Mounties were called about was located at around 2:30 p.m. Officers said the man was armed.

"Police engaged the man verbally, at which point the man shot himself," Burnaby RCMP said.

The man, who has not been publicly identified, died at the scene.

A section of wooded area on the side of Gaglardi Way and University Drive was cordoned off with police tape as officers gathered evidence. Several members of the RCMP were at the scene, as well as representatives of the Independent Investigations Office.

The Coroners Service has been notified, and the IIO has launched an investigation to see whether there is any link between police action or inaction and the man's death, Mounties said.

The IIO is called to investigate all police-related incidents of death or serious harm.