According to the statement lifesaving techniques were administered to the former New England Patriots tight end. He was transported to a Massachusetts hospital where a physician pronounced him dead at approximately 4:07 am (0807 GMT).
The inmate was in a single cell in general population housing. Police are at the scene and an investigation is underway.
Hernandez's suicide comes five days after he was cleared of killing two men in Boston in 2012. He was 27 years old.
The ex-NFL star was already serving a life in prison without parole for murdering Odin Lloyd, a semi-pro football player, in June 2013.
His 2015 conviction had cemented a spectacular fall from grace for Hernandez, who once had a $40 million, five-year contract with the Patriots.
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