The worker was fatally injured in an incident in the powerhouse yesterday.

"We extend our deepest condolences and support to the deceased's family, friends and colleagues at this difficult time," BHP Billiton said in a short statement.

A full investigation into the incident is underway.

"The Department of Mines and Petroleum was notified of a fatality at BHP Billiton's Worsley Alumina refinery that occurred about 5pm on Monday afternoon," DMP executive director of resources safety Simon Ridge said.

"An inspector from the Collie office is on site and two more inspectors from Perth are on their way to the site to conduct an investigation into the circumstances surrounding the incident."

A WA Police spokeswoman said the name of the deceased wouldn't be released until tomorrow.

BHP's Worsley business, which will be demerged next year, comprises a bauxite mine at Boddington and a refinery in Collie, of which BHP Billiton owns 86% in partnership with Japan Alumina and Sojitz.

It is the first fatal accident for BHP in WA since an incident at its Finucane Island operations in the Pilbara in July 2011.