The Tampa Tribune said Gruden told his players about the death of 3-month-old Tryson Bryant following the Buccaneers' practice session.
"We've lost a member of our family," Gruden said. "I don't have many details on it. We just ask that Bucs fans keep Matt and his family in their prayers at this time."
The Tribune said Hillsborough County (Fla.) sheriff's office spokeswoman Debbie Carter said deputies responded to Bryant's home at 7:33 a.m. and that a death investigation was under way.
She told the newspaper Bryant's wife, Melissa, was getting the couple's six children ready for school and when she went to wake up the infant, he did not respond.
"It doesn't appear to be suspicious," Carter said.