An inmate at a high-security prison was found dead in his cell on Monday night.
Daniel Taylor was sent to Woodhill Prison on 18 July
Daniel Taylor, 33, who was serving a sentence for handling stolen goods, is believed to have hanged himself at Woodhill Prison in Milton Keynes.
Warders administered first aid but were unable to resuscitate Taylor, of Borehamwood, Herts, who was sentenced to a year and three months on 18 July.
On Tuesday a Prison Service spokeswoman said an inquiry into the prisoner's death was under way.
"As with any death in custody, our condolences go to Mr Taylor's family and friends, who have been informed," she said.
"An inquiry into the death has been launched by the Prisons and Probation Ombudsman."
Woodhill, which opened in 1992, has around 750 local inmates, a mix of local and high-security prisoners.