Colleagues of a Mexican man who lost his wife and daughter when they fell from an Auckland apartment block have been offered counselling.

The man's 36-year-old wife and three-month-old child died after plunging from what was believed to be the 26th floor of the Auckland Harbour Oaks Hotel and Apartments on Gore St in the central city about 5.22pm on Wednesday.

The man, who was doing seismic research with the University of Auckland, said he would return to New Zealand to finish off his work after travelling to Mexico with the two bodies.

A spokeswoman from the university said staff had expressed their deepest sympathy and condolences to the family.

"We are providing support to the husband who recently took up a postgraduate research position with the University of Auckland," she said.

"The university has also offered counselling to his colleagues."

The man was in another city when the tragedy struck, but flew back to Auckland to formally identify the bodies.

Mexican ambassador Leonora Rueda said she was devastated when she heard the family were from her homeland.

The embassy was immediately in contact with police and Rueda said the first job was to ensure the man had emotional support.

It was lucky he had a Mexican colleague with him, who had also been working on the project, she said.

The embassy also found somewhere for him to stay in Auckland and would arrange the documentation to allow him to return home with the bodies.

Although he was "in a state of shock", Rueda said there were positive signs.

"He's looking to leave as soon as everything concludes but what amazed me is that he plans to come back to finish the project," she said,

Autopsies were done yesterday and the deceaseds' names are expected to be released today.

Officers were at the hotel throughout yesterday to "establish exactly what the circumstances were leading up to the deaths", the police spokeswoman said.

No-one else was being sought in relation to the deaths.

Rueda said she wanted to know what had happened but when she spoke to the man "the last thing that came to mind was to ask why".

It has been reported that a distressed woman and child had been spotted in the hotel's lobby shortly before the tragedy.

Police had cordoned off the building's swimming pool and searched the room the pair fell from.

- © Fairfax NZ News