The body of James Henry was found hanging in his jail cell in the Suez Canal city of Ismailia, Voice of America reported.
Egyptian authorities arrested Henry in August on suspicion of violating curfew, which was imposed as part of a government crackdown on opposition and militant activity, Voice of America said.
Henry told the authorities he was a retired U.S. military officer.
The U.S. Embassy in Cairo had no immediate comment on the incident.
2014: The Year in Music [PHOTOS]