Gary speed, the former Leeds United, Everton, Newcastle and Bolton star, who appeared on BBC’s Football Focus show yesterday, was aged 42.
According to police, there are no suspicious circumstances surrounding his death, which is thought to be suicide.
Gary Speed leaves his wife Louise and two sons.
A hastily-arranged minute’s silence was then held at Swansea City’s match against Aston Villa at the Liberty Stadium after the news broke today.
Former teammate Shay Given, now Villa’s goalkeeper, was seen in floods of tears before the match.
The Football Association of Wales today confirmed that their manager had died.
FAW said in a statement: “The Football Association of Wales are sad to announce the death of the national team manager Gary Speed.
“We extend our sympathies and condolences to the family. We ask that everyone respects the family’s privacy at this very sad time.”
Cheshire Police spokesman said: “At 7:08 a.m. today Cheshire Police was informed of a sudden death at an address in Huntingdon, Chester.
“There are no suspicious circumstances surrounding the death and the family has requested that they are left to grieve in peace.
“The death will now be a matter for the coroner.”
Gary Speed won 85 caps for his country during a 14-year international career.
He took over the Wales job in December 2010 despite only having four months managerial experience.
Earlier this month, said the side’s rapid improvement in recent months had exceeded all expectations.
A 4-1 friendly win over Norway represented a third successive win for Wales, and Gary Speed’s fifth in 10 games as manager.
Earlier this week Gary Speed’s young side were handed a series of tough World Cup fixtures in their bid to reach Brazil 2014.
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