It follows the discovery of the 44-year-old's body at a house in Stevenston on Sunday.
The Police Investigations and Review Commissioner's investigation will focus on the man's interactions with police officers before he died.
Police Scotland confirmed that it was in relation to police contact with the man on Saturday.
A spokesman for Pirc said: "The investigation will focus on the deceased's interaction with officers from Police Scotland prior to his death.
"A report on the commissioner's findings will be submitted to the COPFS (Crown Office and Procurator Fiscal Service) in due course."
The Police watchdog has launched an investigation into the events leading up to a man's death in Ayrshire.