The man, aged around 30, doused himself in petrol and set himself alight on Lee Street near the department building, reports the Guardian.
Superintendent David Donohue could not confirm if the man was an asylum seeker or had been through the immigration system.
Donohue said the man was "deeply disturbed and upset" and "would have killed himself" if police had not doused him with a fire extinguisher.
He is being treated for superficial burns to his thighs and his mental health is being assessed in hospital, the Guardian quoted Donohue as saying.
In May 2016, Somali refugee Hodan Yasin set herself alight while in immigration detention in Nauru. Iranian refugee Omid Masoumali died after a similar self-immolation protest during a UN visit to the island.
(This story has not been edited by Social News XYZ staff and is auto-generated from a syndicated feed.)
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Doraiah Chowdary Vundavally is a Software engineer at VTech . He is the news editor of SocialNews.XYZ and Freelance writer-contributes Telugu and English Columns on Films, Politics, and Gossips. He is the primary contributor for South Cinema Section of SocialNews.XYZ. His mission is to help to develop SocialNews.XYZ into a News website that has no bias or judgement towards any.