Prime Minister Oscar Valdes announced the death at a Lima news conference though without providing details. It was the fourth protest-related fatality in two days.
Marco Arana, a former Roman Catholic priest, was arrested hours earlier in Cajamarca, where the emergency was imposed. Video broadcast by a local TV channel showed riot police scooping him off a bench in the central square of Cajamarca and taking him away in a choke hold.
Arana, a 49-year-old veteran of anti-mining protests, complained via Twitter that "in the police station they hit me again, punches in the face, kidneys, insults."
Chief local prosecutor Johnny Diaz told The Associated Press that he had designated a prosecutor to investigate Arana's claim.
Diaz said Arana was arrested for organizing meetings, an activity prohibited under the state of emergency. He said authorities had not issued any arrest warrants or made any mass arrests Wednesday.
The state of emergency was imposed late Tuesday in Cajamarca province and two neighboring provinces after three people were killed during a violent protest in the region.
It was the second emergency declared in five weeks to quell anti-mining protests.
The object of Tuesday's protest is the $4.8 billion Conga gold mining project, which was suspended late last year by U.S.-based Newmont Mining Co. after protests by local people who insist the mine will hurt their water supplies. Newmont owns a majority stake in the project.
The mine would replace nearby Yanacocha, which had been Latin America's biggest gold mine and which is nearing the end of its productivity.
President Ollanta Humala's government late last month announced conditions for allowing the project to proceed, but opponents backed by Cajamarca's provincial president, Gregorio Santos, vowed not to let it go forward.
Protesters accuse Humala, who marks a year in office this month, of reneging on a campaign promise to put access to clean water ahead of mining projects.
On Tuesday, several thousand protesters tried to storm the municipal hall in Celendin, a town that is a stronghold of resistance to Conga but whose mayor had expressed his support for the project.
Three civilians were killed, including a 17-year-old, and at least 21 people wounded.
The regional health director said two of the fatalities died of gunshot wounds to the head.
Authorities said some of the demonstrators had opened fire on security forces, wounding two police officers and a soldier in the legs.
Associated Press writer Frank Bajak in Bogota, Colombia, contributed to this report.