Holcomb, who underwent successful surgery in 2008 to overcome a degenerative eye disease, made history at the Vancouver Olympics when he piloted the U.S. four-man bobsled team, nicknamed "Night Train," to the gold medal.
It marked the first U.S. gold medal in the event since 1948 and the three-time Olympian's comeback from depression over increasing blindness, according to his biography on the Team USA website.
Holcomb took bronze medals in both two-man and four-man bobsled at the 2014 Sochi Games. He also won five world titles among his 10 world championship medals and was a six-time overall world cup champion, winning 60 world cup medals.
The New York State Police, which is handling the case, had no immediate comment on Holcomb's death.
"The entire Olympic family is shocked and saddened by the incredibly tragic loss today of Steven Holcomb,” U.S. Olympic Committee Chief Executive Scott Blackmun said in a statement.
"Our thoughts and prayers are with Steve's family and the entire bobsledding community.”
Holcomb's autobiography, "But Now I See: My Journey from Blindness to Olympic Gold," had outlined how people suffering from depression should seek treatment, the Team USA profile said.
"USA Bobsled & Skeleton is a family and right now we are trying to come to grips with the loss of our teammate, our brother and our friend,” said USA Bobsled & Skeleton Chief Executive Darrin Steele.
(Reporting by Gene Cherry in Raleigh, N.C. and Ian Simpson in Washington; Editing by Matthew Lewis)
