Police spokesman Pierre Nkurikiye said Nyongera had grabbed a grenade and blown himself up after questioning. But sources close to him accused the intelligence service of torturing and killing him.
Nyongera belonged to the Tutsi ethnic group, which makes up about 14 per cent of the east African country's 10-million population, while Hutus account for 85 per cent.
The opposition accuses the Hutu-dominated government of whipping up ethnic hatred against the Tutsis in order to divert attention from the opposition to President Pierre Nkurunziza, who sought a third term in office despite the constitutional two-term limit.
Nkurunziza's election victory in July 2015 unleashed a wave of political violence which has claimed hundreds of lives.
Human rights activists say the government is trying to purge Tutsis from the army, where dozens of soldiers have allegedly been arrested, killed or have disappeared since armed government opponents and renegade soldiers attacked army barracks in December 2015.
In May, a court handed life sentences to 21 people, including senior military officers, who had been implicated in a failed coup against Nkurunziza in May 2015.
Burundi's 1993-2005 civil war, which was partly ethnically based, left 300,000 people dead.