An Australian watchdog will scrutinise police reports into the death of Tasered Brazilian student Roberto Laudisio.

The initial police investigation will be scrutinised following Laudisio's death after being Tasered by police in Sydney, the NSW ombudsman promised.

Laudisio, 21, died after at least three police officers used their Tasers and hit him with capsicum spray when he resisted arrested.

He is alleged to have stolen a packet of biscuits from a convenience store in King Street, Sydney.

Brazilian media identified Laudisio as the man who collapsed and died in nearby Pitt Street after police officers Tasered him.

Bruce Barbour, member of the watchdog NSW Ombudsman, has promised a thorough investigation into Laudisio's death.

"All issues relating to the police involvement in this matter will be the subject of appropriate and thorough scrutiny by my office," Barbour said in a statement.

CCTV footage shows up to six officers chasing Laudisio following reports he had stolen the biscuits minutes earlier. Laudisio appears to have finally been subdued after one officer fired a Taser into his back.

Witnesses claimed the man screamed "Help me" as officers held him down, reported.

A police source told the webite: "He was Tasered a number of times over a reasonable amount of time, but he just kept going and was able to shove officers away.

"The officers did not Taser him all at the one time. They tried to apprehend him, but he was still able to push them away and keep running."

It has been confirmed that the use of Tasers are well regulated within the New South Wales police force.

Sydney police have defended their use of Taser guns, saying the US-manufactured device has proven to be a good deterrent for criminals.

Assistant police commissioner Alan Clarke said: "Tasers have proven to be an effective deterrent against criminals looking to commit violence in the presence of police, whether that violence is directed at a police officer or a member of the public."

Police minister Mike Gallacher told the public that the investigation by the watchdog will reassure them about the use of Tasers by police officers.

"For frontline police to have confidence in their use of the Taser, the community must have confidence that the use of Tasers is responsible and having this investigation independently overseen will do that," Gallacher said.