The circumstances surrounding the 36-year-old disc jockey's death are under investigation.
"Nononononono what????? i can't believe this.. i'm in shock. why? why? r.i.p. Adam," People.com reported Lohan said on her Twitter page about the celebrity spinner whose real name was Adam Goldstein.
"In complete shock," Mayer posted. "I really want to use words right now, but I can't get em. ... We're supposed to lose our friends to time, at an age when we're ready to agree to the terms of having lived a long life. Not now."
"So sad (to) hear about adam. a very kind and generous guy," Seacrest offered.
"My deepest condolences for DJ AM, you were a great artist and will be severely missed. My thoughts and prayers to his family and friends," said Shanna Moakler, whose ex-husband, Travis, was with Goldstein when both survived a plane crash that killed four others last year.
MTV News said Ashton Kutcher Tweeted, "Love to my boy AM," while Fall Out Boy's Pete Wentz wrote: "R.I.P... I'm sorry to loved ones. So unexpected. Tell the people around u that u love them. Randomly."
Celebrity Breakups and divorces of 2014 [PHOTOS]