An Indigenous prisoner has died in a Western Australian country prison after a physical exercise session.

The 45-year-old man collapsed while playing basketball on Tuesday about 4.30pm, Slot Bonus New Member 100 the Department of Justice says.

"Prison officers and medical staff provided first aid to the man before an ambulance arrived," a spokesman said.

But they were unable to revive the man and paramedics declared him dead at the scene.

WA Police will prepare a report for the coroner before an inquest into the death, which is mandatory with all deaths in custody.

It comes a day after the department released information about the death of another Indigenous inmate, who had a medical episode in a prison near Perth.

The 41-year-old woman had been on life support since the episode at Wandoo Rehabilitation Prison on December 21.

She died at Fiona Stanley Hospital on Saturday.

A spokesman said there were no suspicious circumstances surrounding the death.