A man has died after he was found lying in an Adelaide CBD street with multiple stab wounds.

Police were called to North Terrace shortly after 2am today and found a man lying in the middle of the road.

He had been stabbed "multiple" times and died from his injuries shortly after officers' arrival, police said.

LIVE COVERAGE: How Australia marked Anzac Day as dawn services return

North Terrace was closed between West Terrace and Morphett Street following the man's death.

"Detectives from Eastern District CIB and Forensic Crime Scene Investigators were recalled to the scene and are investigating," police said.

"Anyone with information or saw anything in the area at that time is asked to contact Crime Stoppers on 1800 333 000."