The 27-year-old lead singer of popular boy band SHINee was found at 6.10pm local time in a rented apartment studio in Cheongdam-dong in southern Seoul, according to the report.
Police are investigating his death, and have not ruled out suicide.
Shortly before his death, Jonghyun's sister reportedly received a text message from her brother that read: "Please let me go".
Investigators believe he died from inhaling toxic fumes, as they discovered coal briquettes burnt on a frying pan upon arriving at the apartment.
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Grief-stricken fans and fellow celebrities took to social media to express their sorrow.
Jonghyun was the lead vocalist of top K-pop boy group SHINee.
Another wrote: "I really don't know what to think but I do know that my heart is broken".
The band were referred to as the "the Princes of K Pop" and known for their dance skills. He launched a successful solo career in 2015. A year later he released his debut album She Is.