TMZ and the Chicago Tribune both reported the victim was Marks, though the Chicago Police Department would not confirm the identity Friday.
Marks, 26, was a finalist on Season 3 of the Fox reality television show.
Graham Elliott, a judge on the show, took to Twitter Friday to express his sympathy, the Los Angeles Times reported.
"My heart goes out to the family of #MasterChef finalist Josh Marks, who passed away today. Please send thoughts/prayers their way!" he wrote.
The report of Marks' death came just months after he had a confrontation with Chicago police in which he allegedly claimed he was possessed by "MasterChef" judge Gordon Ramsay and had been transformed into God. He was arrested at the time and was hospitalized for treatment.
Marks has a history of mental illness.