A male critically injured after setting himself on fire in a downtown Toronto intersection on Tuesday morning has died in hospital and the province's Special Investigations Unit (SIU) is now probing the incident.

Toronto police say they were called to Dundas Street East and Church Street at 8:43 a.m. for reports of a male pouring accelerant on himself and setting himself on fire.

In a news release issued Tuesday, the SIU said officers arrived in the area and attended a nearby convenience store. After "an interaction which included deployment of a conducted energy weapon" the man was taken into custody, the SIU added.

Paramedics were called and the man was transported to St. Michael's Hospital for treatment but later died.

Jarvis Street was closed between Dundas and Gerrard streets to allow for cleanup and an investigation.

The SIU has assigned two investigators and two forensic investigators to probe the circumstances surrounding the incident.

The SIU is called to investigate any incident involving a member of the public and an Ontario police officer that results in death, serious injury or an allegation of sexual assault.