Emergency services were called to the centre at Northam just before 10pm on Tuesday to find the 40-year-old man with burns to 90 per cent of his body.
He was flown by helicopter to Fiona Stanley Hospital, where doctors fought to save his life.
The Immigration Department issued a statement confirming the man had been transferred from a facility in Victoria.
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READ NOWRefugee advocacy groups have been told the man was depressed after he was released into the community in Melbourne, but was detained again eight months ago and sent to Yongah Hill.
Last month the Refugee Action Coalition called for an inquiry into conditions at the centre, after the sudden death of a 27-year-old Afghan detainee.