Duty Officer with Chifley Police, Inspector Gerard Powell, said police were called to the jail after the man, who was 57, was found just before 8.30am.

Inspector Powell, who confirmed the man was in a cell in the older part of the jail, said investigations into the man's death are continuing, and a report will be prepared for the coroner.

Why the man was in jail, and what sentence he was serving, is unknown.

NSW Corrective Services put out a statement in relation to the man's death, saying the 57-year-old "was found unresponsive in his cell at Bathurst Correctional Centre around 8.25am this morning.

The statement continued saying "Corrective Services NSW and NSW Police are investigating the incident."

"All deaths in custody are subject to a coronial inquest."