Gonzalo Meza Allende, 45, killed himself Wednesday, according to a statement from his mother, Chilean Sen. Isabel Allende. The statement did not say how he ended his life. The senator asked for privacy so the family could deal with the tragedy.
According to multiple Chilean news reports, Allende, a political consultant, had battled depression for years and was especially distraught over the death of his wife, Gema Salazar Contreras, who succumbed last year to leukemia.
On Sept. 11, the 37th anniversary of the military coup in which his grandfather was killed, Gonzalo Allende wrote that he was mourning both his grandparents and his wife.
"It's too much to bear," he wrote on his blog.
The Allende family, described by some as the Kennedys of Chile, has suffered numerous tragedies.
President Allende, a democratically elected socialist, is generally believed to have taken his own life as Gen. Augusto Pinochet's forces closed in on the presidential palace during a 1973 coup.
The former president's daughter Beatriz committed suicide in 1997 and a sister, Laura, killed herself in 1981 while suffering from cancer.
Chilean-American author Isabel Allende, known for "The House of the Spirits," "Eva Luna" and "Paula," is related to the political family. Her father was a first cousin of the former president.