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

Police had arrested the 53-year-old man in Mildura, in the state's far northwest, on Wednesday.

During a routine check at 6.20pm (AEDT), officers noticed he was breathing heavily and unresponsive, Victoria Police said in a statement on Saturday.

Paramedics were called immediately, and the man was taken to Mildura Base Hospital, but died at 10.30pm on Thursday, the statement said.

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

The incident has also been referred to the Office of Police Integrity in line with standard procedure, Victoria Police said.