Duncan Sharpe, chief executive of JJB Sports, was found hanged on Monday, prompting the retailer to bring forward interim results.
Sharpe, 43, had a stomach illness and had been suffering from depression.
He leaves a wife and four children. Dave Whelan, founder of JJB and Sharpe's father-in-law, will step in as chief executive until a replacement is found.
Whelan said: 'He was a son and a friend, a key member of the JJB team, and will be sorely missed by family, friends and the company alike.'
JJB posted first-half pre-tax profits of£39.3 million on Wednesday, and confirmed plans to launch a new retail fascia - Icon - focused on sports-related fashion.
There has been speculation that JJB might be taken private by management.
Finance director David Greenwood said: 'It would be wrong to say (in response to questions) that a range of things are not being considered, but it's all secondary to operations - operations are getting 97 per cent of our attention.'