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His body was discovered at 06:30 local time (10:30 GMT) on Saturday at a facility in New York.
Officials said his death was an apparent suicide. The FBI is investigating the incident.
Epstein, 66, pleaded not guilty to sex trafficking and conspiracy charges last month and was being held without bail.
"[He] was found unresponsive in his cell in the Special Housing Unit from an apparent suicide," a statement from the justice department said.
"Mr Epstein was transported... to a local hospital for treatment of life-threatening injuries, and subsequently pronounced dead," the statement added.