MONTREAL -- Quebec's police watchdog is investigating Montreal police after a man arrested for shoplifting died by suicide while apparently in the process of his arrest.

The man, a 29-year-old, was arrested at around 2:30 Thursday, according to a release four hours later from the BEI, the office that looks into all deaths or serious injuries of Quebecers during police interventions.

The release didn't say where the man was arrested for the alleged shoplifting. Afterwards, according to preliminary information, Montreal police "went with him to his home so that he could collect his identification documents," said the release.

The home was downtown, on St. Mathieu St. near de Maisonneuve Blvd., CTV has learned.

After arriving, said the BEI, "the man reportedly told the police that his documents were in a bag on the balcony of his apartment on the 14th floor of the building."

He then went out onto the balcony, supposedly to retrieve the documents, and threw himself off the balcony, according to the BEI. He was declared dead.

Six investigators are looking into the event, said the release.