New Defence Force chief Mark Binskin told reporters in Canberra on Wednesday that the soldier was serving at the Kabul headquarters.

The soldier's colleagues found him about 2pm Afghanistan-time in an administration room with a gunshot wound, Air Chief Marshal Binskin said.

''His injuries were too severe and he later died surrounded by his mates,'' Air Chief Marshal Binskin said.

He said his family has asked that his name and further details not be released at this time. Air Chief Marshal Binskin would not say how many tours the soldier had done in Afghanistan.

The soldier, who was a member of the Sydney-based Second Commando Regiment, was rushed to a medical facility in Kabul for emergency treatment but died from his injuries.

The Australian Defence Force has launched an investigation to establish the precise circumstances of his death.

''On behalf of the Australian Defence Force, I offer my condolences to the family, the friends and the colleagues of this brave soldier,'' Air Chief Marshal Binskin said.

''He was a highly qualified, experienced and well-respected Special Forces soldier.

''His death will impact the nation and we will do all we can to support his family, his friends and his colleagues through the difficult days ahead.''

Air Chief Marshal Binskin said defence personnel had secured the site to allow military police to collect evidence.

He said he was not in a position to speculate about the soldier's death.

A psychological team has been deployed to help the soldier's colleagues. Australia has about 400 defence personnel in Afghanistan.

Air Chief Marshal Binskin was asked whether he was confident defence was doing enough to support soldiers with mental health problems such as post traumatic stress disorder.

''In the second part I am confident in what Defence does in the mental health space but in this particular case I won't speculate,'' he said.

''I need to let ADFIS determine the facts in the investigation and then we can make some decisions.''

with AAP