Former commando questioned over Baghdad embassy death

A MAN tasked with guarding Prime Minister Malcolm Turnbull during a trip to Iraq is reportedly being questioned over the death of a man at the Australian embassy in Baghdad.

Media reported former commando Sun McKay was being held by the Australian Federal Police over the shooting death at the embassy earlier this week.

The 34-year-old man who died was also a former Australian soldier.

He was an employee of Unity Resources Group, the company awarded the contract to guard the embassy.

Reports suggest Mr McKay told AFP officers the man who died had taken his own life. 

During an election campaign stop in the seat of Burt, Foreign Minister Julie Bishop told reporters she would not comment as the incident was still under investigation.

"I won't comment on rumours and innuendo that have unfortunately been made public," she said.

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