It was "a tragedy for both our staff and the families in this event".
"Our staff, look, they're pretty cut up to be honest. This isn't easy. We're there to protect and care for people and when some one passes away in our custody it's really hard on staff.
"My total sympathy and thoughts go out to the family as well."
He said the cells were monitored by CCTV cameras, which would also pick up movement in the cells at night.
"People are checked constantly during the process."
He said she did not appear to be intoxicated or under the influence of any drugs when she was arrested, but that would be determined by a pathologist.
St John spokesman Gerard Campbell said an ambulance and two first response units were sent to the police station on St Asaph St, but had no further detail on the incident.
The matter has been referred to the coroner.
The Independent Police Conduct Authority have been notified, a Wellington-based police spokeswoman said.
Price said it was normal for the IPCA to be notified after a death in custodial care.
"We have been dealing with the next of kin and our sympathy goes out to those who have lost a family member," he said.
He said it is the first death in police custodial care since he became the district commander two years ago.
"It is a really unfortunate event," he said.
