Roh, 62, jumped from a 100-foot cliff near his home early Saturday. He had been hounded for weeks over links to a corruption scandal.
In a note found with the body, Roh was quoted as saying, "The rest of my life would only be a burden for others."
South Korea has one of the highest suicide rates among economically advanced countries, CNN reported, where traditional concepts of honor are said to remain powerful social forces.
The connection between suicide and honor has a historical basis in many Asian countries.
Rates of suicide in South Korea doubled to 21.9 deaths per 100,000 people between 1996 and 2006, World Health Organization figures indicate.
The U.N. says that 90 percent of suicide cases were caused by mental disorders. But, socio-cultural and economic pressures often also play a large part in suicide, WHO said.