Hagman, 81, was in the city to film a new version of "Dallas" for TNT, The Dallas Morning News reported. His family said he had been suffering from cancer.
"Larry was back in his beloved Dallas re-enacting the iconic role he loved most," his family said in a statement. "Larry's family and close friends had joined him in Dallas for the Thanksgiving holiday. When he passed, he was surrounded by loved ones."
Hagman, son of Mary Martin, then a 17-year-old future Broadway star, and her then husband, Benjamin Hagman, a Texas district attorney, began his stage career in Dallas. For many years, he was a busy actor appearing on stage, in guest appearances in TV shows and roles in movies like "The Group." He was best-known for his star turn in the situation comedy "I Dream of Jeannie."
In 1977, he was offered the role of J.R. The show, originally a mini-series, ran for 13 seasons on CBS, and Hagman appeared in all 357 episodes. At the height of the show's popularity, an estimated 300 million people in scores of countries watched each episode.
In a memoir, "Hello Darlin,'" Hagman talked of the summer of 1980: "Ronald Reagan was campaigning against Jimmy Carter, American hostages were being held in Iran, Polish shipyard workers were on strike, and all anyone wanted to know was, who shot J.R.?"
Hagman negotiated a new contract getting him $100,000 an episode.
He is survived by his wife, Maj Axelsson, who married him 59 years ago, a son and daughter and five granddaughters.