The imate was found hanging in his cell
Wayne Tranter, 37, was facing charges following a domestic incident at his home in Tredegar, south Wales.
A prison spokesman said two members of staff had found him hanged in his cell.
Emergency services were called, but paramedics were unable to revive him.
South Wales Police are working with the Prison Service to compile a report for Cardiff coroner Dr Lawrence Addicott.
Domestic disturbance
Mr Tranter was remanded in custody three weeks ago by Blackwood magistrates, south Wales, on charges of making threats to kill and false imprisonment.
A Gwent Police spokeswoman said Mr Tranter had been arrested on 28 April after a domestic incident, during which he had been "drunk and abusive".
The spokeswoman added: "No-one was physically hurt, but because of the nature of the threats made, there was enough to charge him."
After a preliminary hearing at Cardiff Crown Court, Mr Tranter had been remanded in custody until 20 June.
He was found dead on Monday but details of the incident emerged only when the case against him was formally discontinued at Newport Crown Court.
Inquiry launched
The Prison Service confirmed on Saturday that an investigation was underway.
A spokesman said: "He was found hanging in his cell by two members of staff.
"An ambulance was called and paramedics attempted resuscitation, but he was pronounced dead an hour later.
"He was not regarded as a high-risk prisoner and was not on suicide watch."
In October 2001 inmate Richard Engere, 30, was found hanged in his cell at Cardiff prison.
The prisoner from Porth, south Wales, had just begun a 10-year sentence for attempted robbery.