An Iranian refugee – one of the first people to receive one of the Coalition's new temporary safe haven visas – has been found dead.

Omid Ali Avaz, 29, an Iranian of Kurdish ethnicity, is believed to have taken his own life.

Omid Ali Avaz.

Police at Dutton Park in Brisbane confirmed on Friday that the body of a 29-year-old "deceased immigrant" had been found and an investigation begun. The Queensland coroner has been alerted to Mr Avaz's apparent suicide.

Mr Avaz left a final voice message asking for a Christian burial. He had been being supported by the Catholic Church's Romero asylum seeker support service in Dutton Park.