His brother, Jermaine, told journalists at the UCLA Hospital that it was suspected the 50 year old pop star had suffered a cardiac arrest.
He added: "The family request that the media please respect our privacy during this tough time."
"And Allah be with you Michael always. I love you."
Paramedics were called to the singer's house in Bel Air at 1221 (1921GMT) following an emergency phone call.
They performed CPR on Jackson and rushed him to the UCLA medical centre.
Madonna, who like Jackson enjoyed much success in the 1980s, said, "I can't stop crying over the sad news. I've always admired Michael Jackson - the world has lost one of its greats, but his music will live on forever.
"My heart goes out to his three children and other members of his family. God bless."
His close friend Uri Gellar added, "I'm just devastated, very, very sad. I pray that his soul is up there now. I'm still trying to hold on to the glimmer that it is not true. It is too surreal for me to absorb that Michael is no longer with us.
"Michael was in good shape because he was practising, he was training, he was rehearsing for the shows. Michael was careful with what he ate, he was just fine. Last time I heard of what he was doing, he was in great shape. And this is why I'm so absolutely shocked by this news."
Jackson's ex-wife, Lisa Marie Presley, said "I am so very sad and confused with every emotion possible.
"I am heartbroken for his children, who I know were everything to him, and for his family.
"This is such a massive loss on so many levels, words fail me."
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