Australian security worker shot dead in Baghdad: FM

Australian authorities will "thoroughly investigate" the death of an Australian security official working at the Australian embassy in Baghdad, after the government confirmed he was shot and killed while on duty earlier the week.

Foreign Minister Julie Bishop confirmed the news on Friday, after an alleged exchange of gunfire killed the man while he was stationed at the embassy on Wednesday.

"I confirm the death of a 34 year old Australian security contractor working at the Australian Embassy in Baghdad," Bishop said in a statement released on Friday.

"The Government extends its condolences to the family of the Australian man over this tragic incident. All appropriate assistance is being provided to his family.

"The circumstances surrounding his death will be thoroughly investigated."

Bishop said the man was a former member of the Australian SAS, and was working as part of private security detail Unity Resources Group, which protects Australian diplomats stationed overseas.

She said despite the tragic death of the worker, other staff members were currently being protected by a "high level of security".

"He was working for Unity Resources Group, providing security services to the Australian Embassy," Bishop said.

"I am advised the high level of security is being maintained at the Embassy.

"In light of the ongoing investigation, and out of respect for the man's family, the Australian Government will not provide further comment at this time."

Both Unity Resources Group and the Department of Foreign Affairs have not made comment about the man's death. Endit