Officers were alerted to the accident, which happened on the A350, 75 yards south of the junction to Motcombe village, at about 2.35pm.
Police said: "For reasons currently unknown, a motorbike which was travelling south along the A350, towards Dorset, crossed into the opposite carriageway and collided with an Audi Q5 travelling northbound.
"The motorcyclist, a man in his 30s from Dorset, sadly died at the scene. His next of kin have been informed and our thoughts are with them at this difficult time.
"The road was closed for several hours to allow collision investigators to carry out enquiries at the scene. The road reopened at approximately 10pm.
"We are appealing for any witnesses to the incident, including anyone with dash cam footage, to please get in touch.
"If you can help, please call 101 and quote log number 215 of September 12."