The 28-year-old man, who was identified by Chinese state media as Elebechi Celestine, was detained after fighting with the driver of an electric bicycle over disputed fare, on Monday .
He died after being taken to the police station, sparking a protest by over 100 Africans, a day after the incident.
Some internet postings alleged that Celestine had been beaten by a crowd of Chinese onlookers.
“We will investigate the case in accordance with the law as soon as possible and provide relevant information to the Nigerian side,” foreign ministry spokesman Hong Lei said in a regular news briefing on Thursday.
Officials of Guangdong province, had already communicated with the Nigerian embassy about the death and diplomats had confirmed the nationality of the victim, he said.
He gave no details about the possible cause of death.
The official China Daily quoted Nigerian embassy spokesman Ademola Oladele as saying: “We hope to see an independent autopsy report.
“We hope the incident can be appropriately addressed so it will not affect the current excellent relations between Nigeria and China.”
The Nigerian embassy in China had on Wednesday, asked Chinese authorities to investigate allegations that police in the city of Guangzhou used “high-handed” tactics in arresting the Nigerian citizen who later died in custody.