The RCMP issued a news release Sunday saying the 59-year-old man died in Mitchells Brook, about 80 kilometres southwest of St. John's.
The statement says a member of the Royal Newfoundland Constabulary was in the area conducting an investigation, but does not elaborate.
The Mounties wouldn't comment on reports that the RNC officer was investigating an alleged threat against Premier Paul Davis.
A source close to the investigation tells The Canadian Press that the officer is a member of the premier's security detail.
The RCMP isn't releasing the identity of the dead man, but does say he is not a police officer and no officers were injured.
Police say an autopsy is planned for Monday and aren't commenting on the cause of death.
The RNC isn't commenting, nor is the premier's office. Both cite the fact it's an active RCMP investigation.
The RCMP say the incident occurred in its jurisdiction so it's taking the lead in the investigation.