A SKYDIVER has died making his 13th jump from a plane.

Police said the 41-year-old encountered a problem with his parachute yesterday over Picton, south-west of Sydney.

The man suffered severe head injuries and died at the scene, shortly after noon.

''The parachute may not have deployed properly, or may not have deployed at all, and as a result the man is dead,'' a police spokesman said.

Phil Onis, director of Sydney Skydivers, the company with which the man was skydiving, said he would never tell anyone that skydiving was safe.

''Like with any adventurous outdoor activity, there is always an element of danger involved,'' Mr Onis said.

Mr Onis said the Australian Parachute Federation, as well as the police, were investigating the incident.

But he said from what he understood, there was a problem with the parachute's canopy.

He said the man had been skydiving previously and was close to completing his training.

It is understood that he had already been on 12 jumps.

''We are usually very proud of our safety record but, obviously, this can happen.''

A report will be prepared for the coroner.