The man, who has not been identified, was being held at the Central East Correctional Centre in Lindsay, Ont. He was sent to hospital in nearby Peterborough for medical reasons, the SIU said in a news release.
An officer from the Peterborough Police Service and a provincial police officer were providing security, the SIU said.
At around 1 a.m. on Thursday, "the man became agitated," the release said. "At the request of medical staff, he was restrained by the officers and by health professionals."
"Shortly after, the man went vital signs absent and was subsequently pronounced dead."
Also Thursday, the Canada Border Services Agency said it has launched a review after the death of a detainee at a Peterborough hospital. The border agency didn't identify the man and could not confirm if the case it was looking into is the same case being investigated by the SIU.
"As in all cases of in-custody deaths, the appropriate authorities have been notified," a news release said. The CBSA will also be reviewing the circumstances of the incident."
The Central East Correctional Centre houses some border agency detainees.
The SIU investigates all cases in Ontario that involve police and result in serious injury or death.