Norwegian swimming federation officials confirmed that Oen was pronounced dead Monday at a hospital in Flagstaff, Ariz.
Another athlete said he thought Oen had been in a post-training shower for too long and found Oen unconscious. A team doctor and paramedics carried out cardiopulmonary resuscitation but without success. Officials said the death was apparently due to cardiac arrest.
"We are all in shock ... for the whole team over here," Norwegian swimming Coach Ola Ronsen said in a posting on the federal Web site stated. "It is an unreal situation for everyone and we have some tough days ahead."
Ronsen said the team's thoughts were with Oen's family.
Officials said Monday's workout was relatively light and at no time did Oen report discomfort. The Norwegian swim team was in the United States to train at the high altitude of northern Arizona.
Oen became the first Norse swimmer to win a world championship, taking the 100-meter breaststroke at the 2011 championships in Shanghai. He took a silver medal at the 2008 Olympics, finishing behind a world-record performance by Japan's Kosuke Kitajima in the same event.
A vote of sports journalists in Norway selected Oen as the country's athlete of the year for 2011.