His body was discovered early on Saturday at a facility in New York.

Last month Epstein was found semi-conscious in his cell after an apparent suicide attempt.

New York Mayor Bill de Blasio said it "way too convenient" that Epstein could no longer incriminate others.

"What a lot of us want to know is, what did he know?" Mr de Blasio, who is also running for the Democratic presidential nomination, told reporters in Iowa.

"How many other millionaires and billionaires were part of the illegal activities that he was engaged in?

"Well, that information didn't die with Jeffrey Epstein. That needs to be investigated, too."

Epstein, 66, was found unresponsive in his cell in the Special Housing Unit of the Metropolitan Correctional Center (MCC) and taken to a hospital where he was pronounced dead, the Federal Bureau of Prisons, which operates the lower Manhattan jail, said in a statement. It declined to comment further.

Epstein, a well-connected money manager dogged for years by allegations that he sexually abused girls and young women, was found hanging by his neck, according to the source, who was not authorized to speak on the record.