Police said Kim's sister told them that, before his death, the singer had behaved erratically and sent her text messages that included messages such as "Final farewell" and "I've had difficulties".
Emergency services were alerted by the singer's sister and he was later pronounced dead at hospital.
Investigators believe he died from inhaling toxic fumes after discovering coal briquettes burnt in a frying pan in his apartment.
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Kim debuted in May 2008 as the main singer of SHINee under S.M. Entertainment, South Korea's biggest music label and entertainment agency, and has boasted a almost decade-long prolific career not just in group activities but as a solo singer-songwriter. "The depression that had been slowly eating me up finally devoured me and I couldn't defeat it".
A funeral will be "held quietly with his relatives and company colleagues", said SM. Stars typically can't be seen dating, getting plastic surgery, or become embroiled in any kind of scandal, Tamar Herman, who covers K-pop for Billboard.com, told CNN earlier in 2017.
Kim also launched a solo career in 2015, with his debut studio album "She Is" peaking at No. 1 on the South Korean charts. His last public appearance was at a solo concert titled Inspired on December 9 and 10 in Seoul.
Kim Jong-Hyun's tragic suicide note has allegedly been released, citing the high pressure of being a celebrity in Korea.