The 23-year-old man was flown to Australia yesterday, 24 hours after he set himself ablaze in apparent protest in front of visiting United Nations officials.
But he died of his injuries in a Brisbane hospital on Friday afternoon.
In a statement, Australia's immigration minister, Peter Dutton, said appropriate support was being provided to the man's wife and friends.
His death will be referred to the Queensland coroner.
He was one of six people sent by Australia to Nauru who harmed themselves this week.