Atkinson police said the first officer at the scene found that the rock star left notes for his family and for emergency workers, said WMUR-TV in Manchester, N.H.
"We found a note on the door in the garage, which led into the house and we found another note on his bedroom door, 'caution carbon monoxide,' and then there was a little statement on there. We went looking for him," said police Lt. William Baldwin.
Police found Delp's body last Friday in a bathroom where two charcoal grills were smoldering in the tub. They were called to the scene by Delp's girlfriend.
In a statement Wednesday, Delp's family said he was a person who "gave all he had to give" to people around him.
"He gave as long as he could, as best he could, and he was very tired," the statement said. "We take comfort in knowing that he is now, at last, at peace."
Delp was with Boston in the 1970s, singing two of the band's biggest hits, "More than a Feeling" and "Long Time."