The news was confirmed by HBO and Gandolfini's agents, who said that the 51-year-old actor was on holiday in Rome.
"We're all in shock and feeling immeasurable sadness at the loss of a beloved member of our family," HBO said in a statement.
He was special man, a great talent, but more importantly a gentle and loving person who treated everyone no matter their title or position with equal respect. He touched so many of us over the years with his humor, his warmth and his humility. Our hearts go out to his wife and children during this terrible time. He will be deeply missed by all of us.
His managers, Mark Armstrong and Nancy Sanders, said this in a statement:
It is with immense sorrow that we report our client James Gandolfini passed away today while on holiday in Rome, Italy. Our hearts are shattered and we will miss him deeply. He and his family were part of our family for many years and we are all grieving.
Gandolfini, who won three Emmy Awards for his portrayal of Tony Soprano, most recently starred in "Zero Dark Thirty" and "The Incredible Burt Wonderstone."
He is survived by his wife, Deborah Lin, and their daughter, Liliana. He also had a son, Michael, from a previous marriage.
Condolences poured in from the late actor's friends and colleagues.
"Absolutely stunned," Chris Albrecht, HBO's former CEO, said of the news.
"I got the word from Lorraine Bracco and just got off with Brad Grey who had just heard from David Chase. We had all become a family. This is a tremendous loss.”
"R.I.P James Gandolfini. One hell of an actor," actor Albert Brooks tweeted.
"James Gandolfini. Unbelievably sad news. A fine man," Steve Carell tweeted.
Rose McGowan tweeted a photo of herself with the "gentle giant."
I am heartbroken about James Gandolfini. He was a gentle giant and great man. I love this picture, I loved him. pic.twitter.com/Y1wdbeUDfK— rose mcgowan (@rosemcgowan) June 19, 2013
"So sad to lose James Gandolfini. One of the sweetest, funniest, most generous actors I’ve ever worked with. Sending prayers to his family," Susan Sarandon said.