The former president left a "brief" suicide note for his family, lawyer Moon Jae-in told reporters at the hospital.
Investigators have not seen the note, a Busan police official said. He did not give his name, citing department policy.
Roh, a former human rights lawyer, served as president from 2003 and 2008, campaigning as "clean" politician in a country with a long history of corruption.
But he and his family have been ensnared in recent weeks in a burgeoning bribery scandal.
Last month, state prosecutors questioned Roh for some 13 hours about allegations that he accepted more than $6 million in bribes from a South Korean businessman while president - accusations that deeply shamed Roh.
"I have no face to show to the people. I am sorry for disappointing you," an emotional-looking Roh told reporters April 30 before departing for questioning in Seoul.
Roh took power after a surprise 2002 election win on a campaign pledge not to "kowtow" to the United States, a pledge that resonated with young voters.
He maintained predecessor President Kim Dae-jung's "sunshine policy" of offering North Korea aid as a way to facilitate reconciliation, holding a summit in Pyongyang with North Korean leader Kim Jong Il in 2007, the second such meeting between leaders of the wartime rivals.
Roh came from a poor farming family, went to a commercial high school and never received a college education. He studied on his own to pass the difficult bar exam and built a reputation as a lawyer defending students accused of sedition under past military rule. He was once arrested and had his law license suspended for supporting an outlawed labor protest.
Roh was impeached in 2004 for calling on the public to vote for candidates from his Uri Party in parliamentary elections, a violation of the president's political neutrality. He was the first South Korean president to be impeached, but was reinstated after two months of suspension when a court ruled against the impeachment.
Roh's public approval ratings fell amid widespread criticism of his economic policies. His security policies, seen by conservatives as too pro-North Korean, also contributed to the bad ratings.
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