The man set himself on fire near a police station next to President Mahinda Rajapaksa's office yesterday and was admitted to hospital in a serious condition, they said.
The police said he had made a statement from the hospital bed claiming his action was in protest against international action against Sri Lanka.
The victim, a retired soldier who had served for 21 years, had accused the US, UN Human Rights Council and opposition politicians of acting to undermine the country, police said.