After leaving his family a suicide note, Roh threw himself off a steep cliff around 6:40 a.m., police and lawyer Moon Jae-in said in the southern port city of Busan.
"I'm indebted to too many people. Too many people are suffering because of me," Roh wrote in the note left on his computer. "Don't be sorry; don't blame anybody. It's destiny." He asked to be cremated and a small gravestone erected in his hometown.
A self-taught lawyer who lifted himself out of poverty to reach the nation's highest office in 2003, Roh had prided himself on being a "clean" politician in a country with a long history of corruption. Recent allegations that he accepted $6 million in bribes from a Seoul businessman were deeply troubling to the ex-leader.
"I have no face to show to the people. I am sorry for disappointing you," an emotional Roh said last month before turning himself over to Seoul prosecutors who grilled him for 13 hours about the allegations.
His suicide - the first in South Korea by an ex-president - stunned the nation. South Koreans nationwide huddled around TV screens watching news broadcasts. Supporters flooded his Web site with condolences.
"I was utterly shocked," said Chun Soon-im, 63, of Seoul. "They say
'hate the sin but not the sinner,' and that's how I feel. The investigation must continue and we must get to the truth, but I cannot help feeling sorry for the man and those left behind."
Roh denied the bribery allegations against him during questioning April 30 and May 1, prosecution spokesman Cho Eun-sok said.
His supporters claimed the probe was politically motivated by conservative opponents.
Roh had acknowledged that local shoe manufacturer Park Yeon-cha gave his wife $1 million, but suggested it was not a bribe. He also said he was aware Park gave $5 million to another relative but said he thought it was an investment. Prosecutors suspect the $6 million was eventually conveyed to Roh.
Several former aides and associates also have been questioned as part of the probe into Park, who was indicted in December on separate bribery and tax evasion charges. Roh's elder brother was sentenced last week to four years in prison in another bribery scandal.
Justice Minister Kim Kyung-han declared the investigation into Roh closed. It was unclear where the probe into family members stands.
President Lee Myung-bak said Roh's "sad and tragic" death was "truly hard to believe," spokesman Lee Dong-kwan said.
Roh, who lived in Bongha, some 280 miles (450 kilometers) south of Seoul, had gone for a walk accompanied by a security guard, Busan police said.
Part way up, Roh hurled himself off a 100-foot (30-meter) -high cliff known as Owl's Rock, suffering multiple injuries, police said. He was rushed to a local hospital before being transferred to Busan National University Hospital, where he was declared dead several hours later.
Later Saturday, mourners wailed as Roh's coffin, draped in dark red, arrived in Bongha. His two children, sobbing, followed the casket to the village community center.
In central Seoul, some 500 people held a quiet candlelight memorial service at a makeshift mourning site, some offering white chrysanthemums, a traditional Korean symbol of grief, and burning incense for Roh.
Roh's death was a tragic end for the son of farmers who never attended college but still managed to pass the country's competitive bar exam in 1975.
