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.
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"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)
