Husband of woman feared murdered takes his own life while being questioned by police.

Warning: This article contains information about suicide, which may be distressing for some readers.

A man believed to be the husband of a German woman missing and thought murdered in South Australia has taken his own life.

Officers were at the 41-year-old man’s home near Mannahill, close to the NSW border, on Wednesday when he took his own life, South Australia police said in a statement.

A man has died at a property in SA’s mid-north while police conducting an investigation. https://t.co/OK2rUW15MT

— SA Police News (@SAPoliceNews) August 16, 2017

It came just hours after detectives revealed they believed 23-year-old Tanja Ebert, who had been missing since last week, had been killed.

A commissioner's inquiry has been launched into the man's death, a formal process to ensure the incident is investigated thoroughly and independently.

A report will also be prepared for the state coroner.

Ms Ebert was last seen near Roseworthy, north of Adelaide, on August 8, as she drove home from Adelaide with her husband and her two young boys - aged just one and three - to the family's pastoral property.

Detective Superintendent Des Bray said her husband told detectives she became agitated in the car and expressed a desire not to return to the family home.

The husband reported she then got out of the car and walked off.

Supt Bray said police now believed Ms Ebert had been killed, after an extensive search found "no trace" of the young woman.

"We were unable to find anything consistent with her being alive, for example no contact with friends, no Facebook posts," Detective Superintendent Bray said.

"At this stage we are treating it as a murder investigation, however we would love to be proved wrong and for Tanja to walk through the door and be OK."

Her husband did not report her missing when she left the car last week, with police only notified of her disappearance by a family member two days later.

Supt Bray said it was known Ms Ebert, who had come to Australia several years ago and married her husband earlier this year, was unhappy in her marriage and had considered leaving.

JUST IN: Police fear missing mother Tanja Ebert, has been murdered - release last independent sighting of her on North Terrace. #7News pic.twitter.com/xNoZfFmPzd

— 7 News Adelaide (@7NewsAdelaide) August 16, 2017

A search on Wednesday of the area around where she left the family car did not provide any clues as to her whereabouts.

She was known to be carrying a large amount of cash but left her passport, phone and other belongings behind along with her two children.

Her family in Germany has been contacted and the children are now in the care of family members.

Anyone with information that might assist police is asked to call Crime Stoppers on 1800 333 000.

If you or someone you know needs help you can call Lifeline on 131 114 or Beyondblue 1300 224 636.

If you or someone you know is in need of help, please call the National Sexual Assault, Domestic and Family Violence Counselling Service on 1800 RESPECT.