An Australian soldier who died on Mount Cook in New Zealand on Wednesday is understood to have fallen into a crevasse when a snow bridge he was crossing collapsed.

The 44-year-old special forces soldier was taking part in a Defence training activity with nine others when he fell 40 metres into the crevasse in the Grand Plateau area of the Southern Island mountain.

Trevor Street, an alpine guide who helped recover the man's body, says the soldiers were not roped together when the accident happened.

"I understand he was probing for crevasses when the bridge collapsed and he fell," he said.

"The Army guys did a good job of getting down to the guy and they had him back on the surface and were performing CPR when we arrived."

But when helicopter paramedics arrived, they declared the soldier dead.

The soldier was from the second commando regiment based in Sydney.

Defence says the soldier was highly qualified and experienced in alpine and altitude activities.

The soldier's body has been recovered and police are now endeavouring to contact his next of kin.

Mt Cook stands a towering 3,724 metres high.