The former president of South Korea, Roh Moo-hyun, is believed to have committed suicide by jumping from a cliff near his home.
Hundreds of people came to pray and burn incense at an impromptu altar in Seoul, amid massive media interest.
Mr Roh left a note in which he said life had "become unbearable", police said. He asked to be cremated.
Well-wishers put up a portrait of Mr Roh in Gimhae, about 450km (280 miles) from Seoul, where he was born.
Grief overcame one mourner as he arrived to burn incense in Mr Roh's memory in the capital, Seoul.
In Seoul, thousands attended candlelit vigils to pray for Mr Roh.