According to a press release from B.C.'s Independent Investigations Office, RCMP were called to the building near Walker Avenue around 3:30 p.m. PT.
The man, who is thought to have entered the building through a plate glass door, was confronted by police, who said he was aggressive.
Police said the man, who has not been named, did not comply with their demands and a Taser was used to stun him.
Officers said the stun gun did subdue the man, and a struggle ensued. As the man was being taken into custody, he became unresponsive and was pronounced dead at the scene.
The Independent Investigations Office says it is now investigating and working co-operatively with the RCMP and B.C. Coroners Service.
The independent police review agency was launched in 2012 and is responsible for reviewing police incidents involving fatalities or serious injury.
The civilian-led oversight agency was set up after complaints about police investigating themselves in cases of civilian deaths or injuries, including the shooting death of Ian Bush in 2005 and the 2007 stun gun death of Robert Dziekanksi.