A man has died following an accident at BHP Billiton's Olympic Dam mine site in Roxby Downs, South Australia.

Police were called just before 6:30am to the site after a rock fall in an underground mine.

Brian Partington, a 47-year-old father of three from Tumby Bay, on the state's Eyre Peninsula died at the scene.

Construction, Forestry, Mining and Energy Union (CFMEU) state secretary Aaron Cartledge said it was a sad day for the industry.

"Our thoughts go out to the family. It's an absolute tragedy when their loved one goes off to work and doesn't return home," he said.

"There's got to be a thorough investigation. It's only from that we can put systems in place to avoid future events like this.

"We've seen too many workers dying when they go to work and it really does affect us, it hurts the family and it hurts those workmates."

Tumby Bay resident Eric Kotz said the death of the popular former footballer came as a shock.

"He was a much loved person in this town," he said

"He started his apprenticeship as a carpenter, a lot of us worked with him underground at Roxby, and he's been a great sportsman for this district."

Production at the mine has now stopped while the incident is investigated.

In a statement, BHP Billiton said emergency response procedures had been activated and the company was currently directing all of its efforts to ensuring the safety of workers in the area.

It has not provided any other information at this time.

Safe Work SA has been advised and police will be preparing a report for the state coroner.