Medics said Mr Roh died from massive head injuries resulting from the fall
South Koreans have expressed deep shock at the apparent suicide of former President Roh Moo-hyun, who was under investigation for alleged corruption.
Mr Roh, 62, was killed in a fall from a mountain near his home. His spokesman said he had left a brief suicide note.
President Lee Myung-bak said the news was truly unbelievable and deeply sad.
Mr Roh came from a humble farming family, but rose to the highest office on a platform of clean government and reconciliation with the North.
The North Korean leader Kim Jong Il has expressed condolences to Mr Roh's family, the North's Korean Central News Agency reported.
"On hearing the news that former President Roh Moo-hyun died in an accident, I express profound condolences to widow Kwon Yang-sook and his bereaved family," Mr Kim was quoted as saying.
Mr Roh's body was taken in convoy from a hospital in the southern city of Busan on Saturday afternoon to his hometown of Gimhae, where aides said the funeral would be held. Hundreds of uniformed police and mourners lined the route.
Mourners lit incense for the former president in Seoul
Scores of people also gathered outside Deoksu Palace in the centre of the capital, Seoul. Many laid flowers in front of pictures of Mr Roh and burnt incense.
"This is a truly unbelievable, lamentable and deeply sad event," President Lee Myung-bak, Mr Roh's successor, said in a statement.
Mr Roh's predecessor, Kim Dae-jung, said he had lost his "life-long companion, with whom I took part in struggles for democracy and shared 10 years of a democratic government".
"Allegations concerning his family members have been leaked to the press every day," Mr Kim said. "He was probably unable to bear the pressure and tensions any longer. My heart goes out to his family."
Mr Roh apologised last month over allegations his family took $6m in bribes during his 2003-2008 term in office, but never admitted wrongdoing.
I can't imagine the countless agonies down the road. The rest of my life would only be a burden for others. I can't do anything because I'm not healthy. I can't read books, nor can I write.
Don't be too sad. Isn't life and death all part of nature? Don't be sorry. Don't blame anybody. It's fate. Please cremate me. And please leave a small tombstone near home. I've long thought about that.
In a statement read live on national radio and television earlier on Saturday, Mr Roh's former chief of staff, Moon Jae-in, said he had left his house at 0545 (2045 GMT on Friday) and about an hour later, while hiking on Bonghwa Mountain, jumped to his death.
The former president fell 20-30m (65-100ft) and was later transported to Busan National University Hospital, where he was pronounced dead on arrival at 0830 local time (2330 GMT). He suffered massive head injuries.
In a short suicide note addressed to his family, Mr Roh described his life as "difficult" and apologised for making "too many people suffer".
"Don't be too sad. Isn't life and death all part of nature? Don't be sorry," the official news agency, Yonhap, quoted the note as saying.
"Please cremate me. And please leave a small tombstone near home. I've long thought about that."
Investigators are still examining the scene, but the BBC's John Sudworth in Seoul says it already seems clear that one of South Korea's best known politicians took his own life.
A human rights lawyer, Mr Roh took office in 2003 vowing to fight corruption, but correspondents say his term was a rollercoaster ride, with his Uri party hit by scandal and infighting.
He was suspended early in 2004, after parliament voted to impeach him over a breach of election rules, but the Constitutional Court later overturned the move and he was reinstated.
Last month, Mr Roh was questioned over allegations that he had taken more than $6m in bribes from a wealthy shoe manufacturer, Park Yeon-cha, who was indicted in December on separate bribery and tax evasion charges.
The former president later apologised for the scandal.
"I feel ashamed before my fellow citizens. I am sorry for disappointing you," he said in a televised statement on 30 April.
Mr Roh admitted his wife had received $1m from Mr Park. However, he said it was a payment to help her settle a debt, and not a bribe.
He also said he was aware that the businessman had given another $5m to a relative, but that he thought it was an investment.
After Mr Roh's death was announced on Saturday, Justice Minister Kim Kyung-han said the corruption case against him would be formally closed. However, he did not say whether the former president's family would continue to be investigated.
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