It was only in February of this year that friends and family of sheep farmer Michael Burdon gathered at his Mannahill property to witness him marry his German bride, Tanja Ebert.

Oulnina Park Station was draped with lights and guests sat on tables in the picturesque surrounds of the remote outback sheep station.

Photographs show the couple smiling and seemingly blissfully in love.

Six months later though, on that same station, Mr Burdon, 41, took his own life yesterday while being interviewed about the disappearance of his wife last Tuesday.

The two boys were home at the time of the father's death. (Facebook)

Mr Burdon and Ms Ebert were married in February. (Facebook)

Police believe Tanja Ebert may have been murdered. (Supplied)

There are suspicions her body is also somewhere on the 410-square kilometre property.

The head of the South Australian Major Crime Investigation Branch, Detective Superintendent Des Bray, said there is "no proof" Mr Burdon killed the 23-year-old, but he is being treated as a suspect.

"He was the last person with her and we always have a very close look at the last person with her," Det. Supt Bray said.

"We'll conduct a full and comprehensive investigation we'll do everything we possibly can to prove who was responsible and importantly to find Tanja for her family in Germany."

How Mr Burdon was able to access a firearm and take his own life will now be the focus of two separate investigations.

Ms Ebert is believed to have two young sons. (Supplied)

One will be carried out by the state coroner, while the other will be overseen by the South Australian Police Commissioner Grant Stevens.

"It's fair to say that the actions of my branch and all the attending police will be closely examined in the commissioner's inquiry," Det. Supt Bray said.

"Police momentarily lost sight of Michael and then very shortly after heard a muffled gunshot.

"Everybody was in close proximity but they obviously didn't have sight of him when he committed that act.

"They commenced an immediate search calling out to him and then a few minutes later found him deceased."

Police said Ms Ebert was thinking of leaving her husband and moving to NSW. (Facebook)

Those police officers are being offered counselling, but have chosen not to return to Adelaide.

Instead, they want to remain in the far north to assist the ongoing search for Ms Ebert, who they don't expect to find alive.

All this comes just nine days after Mr Burdon, Ms Ebert and their two boys walked through the South Australian Museum on Adelaide's North Terrace during a family day out.

What happened next is unclear, but Mr Burdon's claim that Ms Ebert left the family car after an argument at Roseworthy that night is no longer being treated as credible.

"We're satisfied the area we were interested in at Roseworthy has been eliminated," Det. Supt Bray said.

Police were at the home when the man shot himself.

Tanja Ebert was last seen on Tuesday, August 8. (SA Police)

Friends of Ms Ebert said she would not have left without her children. (Facebook)

The manager of the Yunta Hotel, Dianne Highet, has known Mr Burdon for 17 years and refuses to believe he murdered his wife.

"I don't think so. I honestly don't think he would have been capable of doing it," she said.

She has described him as a "very friendly", "very easy going" man who "doted on his wife" and was "an awesome father" to their two boys aged one and three.

"I've never seen him raise his voice (and) I've never seen him raise his hand," Ms Highet said.

"If we needed any work done in the town quite often Michael would bring his machine into town and help the community."

Police spent today searching the sheep station, but are yet to find any trace of Ms Ebert.

The couple's children are now in the care of others.

Anyone with information on Ms Ebert’s disappearance is urged to contact Crime Stoppers on 1800 333 000.

*Readers seeking support and information about suicide prevention can contact Lifeline on 13 11 14.

*Suicide Call Back Service 1300 659 467.

*MensLine Australia 1300 78 99 78.