A Fijian man who was due to be deported from Australia today has died after throwing himself off the roof of a building at Sydney's Villawood Immigration Detention Centre, refugee advocates say.

And a group of Tamil asylum seekers has climbed the same building and are also threatening to jump, refugee advocate Saradha Nathan said outside the detention centre.

"Police won't let us visit them or talk to them," she said. "I'd like to try and stop them."

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