Lynette Hardaway, Diamond of the pro-Trump commentators Diamond and Silk, has died aged 51.
“Really bad news for Republicans and, frankly, all Americans,” Mr Trump wrote on his Truth Social platform.
Their own Twitter account later confirmed the news, saying “the world has lost a true angel”.
The sister duo were well known in US politics, particularly for their YouTube and television appearances fervently supporting Mr Trump.
Florida congressman Matt Gaetz was one of several prominent Republicans to respond to Mr Trump’s announcement, tweeting “sad news”.
Her cause of death was unknown but in November there was a plea for prayers for Diamond on their Twitter account.
The sisters grew up in North Carolina to Christian evangelist parents and were Democrats until they switched to support Mr Trump.
They first came to national prominence during the Trump presidential campaign in 2016 and soon became a favourite of his.
Regular appearances on Fox News followed and then a show of their own on subscription channel Fox Nation.
But Fox News cut ties with them after they caused outrage by promoting coronavirus misinformation.