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, 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 Slot Online 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.