Taking place between August 25 and September 2, the festival - attended by tens of thousands of people - describes itself as "a temporary metropolis dedicated to community, art, self-expression, and self-reliance".
Shane Billingham, 33, was found unresponsive in his auto on Thursday evening, the BBC reported on Saturday.
Police responded Thursday to Burning Man, where the man had already been declared dead by doctors at the festival's medical tent, officials said.
After preliminary investigations, the Pershing County Sheriff's Office has confirmed it is now treating the death as suspicious.
New Zealander Shane Billingham has died suddenly at a famous event in the United States. His cause of death is under investigation, and the case is being investigated as suspicious.
They say he had poisonous levels of carbon monoxide in his blood. "Quantitative analysis of the toxicology will not be available for a few weeks".
Within hours of Mr Billingham's death, a makeshift memorial was erected on site at Burning Man.
Steve MacWithey, lead of Beats Boutique camp where Billingham was staying, told the Reno Gazette Billingham was one of his best friends.
Shane Billingham, 33, was found unresponsive in his vehicle around 6:30 p.m. Thursday at his campsite in the Black Rock Desert, the Reno Gazette-Journal reported.
It culminates with the symbolic ritual burning of a large wooden effigy, "The Man". that traditionally occurs on the Saturday evening of the event.
The scene was secured to be investigated and a Deputy Coroner transported the deceased to the Washoe County Medical Examiner's Office for autopsy.