The man was taken to hospital in a critical condition.

A man is in a critical condition after setting himself on fire outside Parliament in Wellington.

The incident happened just before 4pm on Thursday. A Wellington Free Ambulance spokesman said the man was taken to Wellington Hospital's emergency department in a "status one" condition.

The hospital confirmed on Thursday night the man was being treated and remained in critical condition.

HENRY COOKE/STUFF Emergency services near a patch of burnt grass outside Parliament House in Wellington where a man reportedly set himself on fire.

A placard could be seen on the steps leading up to Parliament House afterwards, suggesting the man was protesting. But police could not confirm this.

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The sign appeared to read: "Issue is not to take children's mother away. Enough murdering father by ..."

MAARTEN HOLL/STUFF Police cordon off the scene outside Parliament House.

Police placed a cordon around a burnt patch of grass, about a metre in diameter, on the lawn outside Parliament House.

A foreign reporter, who did not want to be named, witnessed the incident and said it was unlike anything they had seen before.

"I turned around and there was a man in flames on the lawn … we didn't know it was a person to begin with," she said.

MAARTEN HOLL/STUFF The scene outside Parliament, which has been closed off to the public.

"We were yelling for help. We didn't know what the emergency number was … a man came over with his jacket and tried to beat the flame out."

Another man who witnessed the incident said other people in the area were "just standing around" at first.

"There was no reaction from people around so it took a little while to realise what was going on.

Another man, who saw the incident, said he initially thought the smoke was coming from within Parliament, before emergency services doused the flaming man in water.

Senior Sergeant Glen Turner, of Wellington Police, said they were called to a fire outside Parliament grounds about 3.50pm.

"When police got here there was a small fire, which had subsequently been put out," he said.

HENRY COOKE/STUFF Fire, Police and Ambulance staff at the scene outside Parliament.

"We're treating the scene as a crime scene, which is procedure. There's a number of inquiries that need to be done."

It was too early to say whether the man had set himself on fire in protest, Turner said. "But that's part of our inquiry."

It was also too early to say whether any accelerant was used.

Police were yet to establish the man's identity. They were trying to piece together who he was and what his movements were before the fire, Turner said.

"Things like this are highly unusual and extremely unfortunate."

Security footage from Parliament grounds would be used in the investigation, he said.

Police were appealing for witness or anyone who helped the man to come forward.

Well-known Wellington protester Benjamin Easton said he did not know if the man who set himself on fire was protesting men's rights.

But said he had empathy for the man if he was.

On Budget Day in 2016, Kenneth William Thurston, 64, sparked a lockdown at Parliament when he set fire to his ute on the parliamentary forecourt.

Thurston, from Bunnythorpe in Manawatu, was convicted of setting fire to a vehicle with reckless disregard for the safety of others.

WHERE TO GET HELP

* Lifeline (open 24/7) - 0800 543 354

* Depression Helpline (open 24/7) - 0800 111 757

* Healthline (open 24/7) - 0800 611 116

* Samaritans (open 24/7) - 0800 726 666

* Suicide Crisis Helpline (open 24/7) - 0508 828 865 (0508 TAUTOKO). This is a service for people who may be thinking about suicide, or those who are concerned about family or friends.

* Youthline (open 24/7) - 0800 376 633. You can also text 234 for free between 8am and midnight, or email talk@youthline.co.nz

* 0800 WHATSUP children's helpline - phone 0800 9428 787 between 1pm and 10pm on weekdays and from 3pm to 10pm on weekends. Online chat is available from 7pm to 10pm every day at www.whatsup.co.nz.

* Kidsline (open 24/7) - 0800 543 754. This service is for children aged 5 to 18. Those who ring between 4pm and 9pm on weekdays will speak to a Kidsline buddy. These are specially trained teenage telephone counsellors.

* Your local Rural Support Trust - 0800 787 254 (0800 RURAL HELP)

* Alcohol Drug Helpline (open 24/7) - 0800 787 797. You can also text 8691 for free.

* For further information, contact the Mental Health Foundation's free Resource and Information Service (09 623 4812).