A family source told the United Kingdom publication, "We're absolutely gutted".
Police have confirmed a body was found in a Northumbria, UK home on Tuesday.
Aaron Armstrong, 25, was found dead at a property on Furnace Road in Bebside, Blyth on July 10, according to E!
"There is not believed to be any third party involvement".
Sophie - who appeared on the second series of Love Island in 2016 - died at the age of 32 on 20 June.
The day before, Armstrong shared a heart-breaking tribute to his reality-star girlfriend on social media.More news: Smartphone maker Xiaomi drops in Hong Kong debut
"She had suffered from depression and anxiety and there was talk of financial issues which obviously adds to the worry she was enduring".
Tragedy has hit the Love Island family again. Following Sophie's funeral, Aaron took to Instagram again and said, "So I get into bed and all I can smell is Sophie on her side of the bed".
Every day we spent together was so awesome. "I love you so so much baby, you're my world forever and always".
"Please be careful with how you treat people online and in real life, if it is really to do with trolls I hope those that contributed learn from this how damaging it really is".
Family and friends gathered on Friday as Sophie was laid to rest in her home town of Newcastle.
Fellow "Love Island" contestant Katie Salmon, who coupled up with Sophie on the show, shared a heartbreaking message, alluding to suicide.
Aaron confirmed the ceremony was taking place as he shared a picture of the funeral booklet on Instagram with his 49,6000 followers, writing: "I love you with all my heart my attractive angel".