VICTORIA Police's professional standards watchdog will investigate the death of a man who had been in police custody for intoxication.

Police arrested the 53-year-old man in Mildura, in the state's far northwest, on Wednesday, and officers noticed he was breathing heavily and unresponsive when they checked on him.

Police say they called immediately paramedics and the man was taken to Mildura Base Hospital, but died late Thursday.

The Professional Standards Command will oversee the investigation into the man's death and a report will be prepared for the Coroner.