The soldier was taking part in a "routine training activity" when the incident happened about 12.45 on Wednesday afternoon local time at the Mount Bundey training area near Darwin, the Department of Defence has confirmed.

The soldier was treated at the scene and taken to Royal Darwin Hospital, but was later pronounced dead.

"The soldier was taking part in a routine training activity at the time of the incident. He received immediate first aid at the scene and was transported to the Royal Darwin Hospital for treatment," the Defence statement said.

"The soldier was subsequently pronounced deceased."

Following the death, all army training exercises had been suspended while safety management and risk assessment processes were reviewed, the department said.

"The Chief of Army and Army commanders acknowledge the gravity of this and recent incidents and take all matters relating to personnel and training very seriously.

"The Army and ADF community extends its deepest sympathies to the soldier's family and friends. It is a deep shock to the organisation and will be felt by the broader Army family."

The man's next of kin had been notified, but Defence said they would not be releasing any more information relating to the soldier during this time.

Northern Territory Police were investigating the incident with ADF assistance and would prepare a report for the coroner.

- The Age