An investigation is underway into the death of a man in police custody on the New South Wales mid-north coast.

The man was arrested and taken to Coffs Harbour Police Station shortly before 5am, after reports he was acting suspiciously on Prince Street.

Assistant Commissioner Jeff Loy, the Northern Region Commander, says once at the station officers realised something was wrong.

"When he was in the dock area the police did become concerned and they did call the paramedics and then they had to move him from the dock area and commence CPR," he said.

"The paramedics did attend and took that process over and took him to the Coffs Harbour Hospital.

"It's a very traumatic event for the police to have somebody in their custody to become deceased is very distressing and for this to occur to them is very devastating.

"So it's very important that we do actually support them in a welfare sense but in a professional sense that's why they're remaining on duty and will treated with the utmost respect."

The man was pronounced dead at the hospital.

Assistant Commissioner Loy says they have now identified the man, but would not be drawn whether he was injured or had a medical condition.

A critical incident team is investigating the circumstances surrounding the man's death, including the actions of police.

Police have cordoned off Prince Street and are door knocking in the area.