Ariel Castro, 53, was housed by himself in protective custody at the Correctional Reception Center in Orient, Ohio, so that prison staff could check on him every 30 minutes.
Prison medical staff failed to revive the former bus driver, who was then taken to Ohio State University Medical Center and pronounced dead less than two hours later.
"A thorough review of this incident is underway and more information can be provided as it becomes available pending the status of the investigation," the Ohio Department of Corrections said in a statement.
Castro previously admitted to holding Amanda Berry, Gina DeJesus and Michelle Knight captive in his Cleveland home for more than a decade until last May, when neighbors heard Berry calling for help.
In July, Castro pleaded guilty to 937 counts of a 977-count indictment, including aggravated murder, kidnapping and rape. He was sentenced to life in prison plus 1,000 years without the possibility of parole.
"I'm not a monster. I'm just sick," Castro said at his sentencing. "I have an addiction. Just like an alcoholic has an addiction."