The official news agency Sana reported the suicide on Wednesday and said investigations were under way.
"There was blood on his face - the initial indications are that he put the gun in his mouth and shot himself," a political source said, adding the incident took place at around 11am (0900 GMT).
The Syrian government issued a statement mourning Kanaan's death but gave no other details.
State radio and television continued normal programming.
"Until now, we don't know the reason (of the suicide) but our investigation will tell us quickly," Information Minister Mahdi Dakhl-Allah told Aljazeera.
"Whatever happens, stability won't be shattered in Syria. We are one of the most stable countries in the region."
Asked whether the suicide was linked to the UN investigation led by Detlev Mehlis, Dakhl-Allah said: "Of course, the timing is sensitive. But I'm talking about facts and not suspicion and speculation."
Hospital sources said Kanaan was taken from his office at the Interior Ministry in Martyrs Square in the Marja district of Damascus to the nearby private Shami Hospital before midday.
Police stand guard on at the Interior
Ministry in Damascus on Wednesday
About an hour earlier, Kanaan had spoken to a Beirut radio station, denying reports in Lebanese media that he showed the UN investigators photocopies of cheques paid to him by al-Hariri.
"My testimony ... was to shed the light on an era during which we have served Lebanon. Sadly some media outlets have reported lies to mislead public opinion," Kanaan said in his last interview.
"I want to make clear that our relation with our brothers in Lebanon was based on love and mutual respect ... We have served Lebanon's interest with honour and honesty."
Kanaan's death came before a report due next week by Mehlis on his inquiry into the February killing of al-Hariri.
Shortly before news of Kanaan's death broke, President Bashar al-Assad told CNN that Syria was not involved with al-Hariri's death and that he could never have ordered it.
Al-Assad has said he could not
have ordered al-Hariri's death
If the UN investigation concludes Syrians were involved, those people would be regarded as traitors who would be charged with treason and face an international court or the Syrian judicial process, CNN quoted al-Assad as saying.
Syrian authorities are already under pressure from the US over Iraq.
Syrian officials have said in recent weeks the UN report would show Damascus had nothing to do with the killing.
Kanaan, who was Syria's top official in Lebanon for two decades until 2002, had been interviewed by UN investigators probing al-Hariri's murder.
Four pro-Syrian Lebanese generals have been arrested and charged in al-Hariri's assassination.
Many Lebanese say Syria ordered the killing, but Damascus has repeatedly denied any links.
Kanaan, a 63-year-old Baathist major-general, was the head of Syrian military intelligence in Lebanon from 1982 to 2002.
He was appointed interior minister in 2004 and had served as chief of the Syrian Political Security Directorate.
"The timing is sensitive. But I'm talking about facts and not suspicion and speculation"
Mahdi Dakhl-Allah, Syrian Information Minister
This year, the US Treasury announced it was freezing the assets of Kanaan and his successor as Syria's top official in Lebanon, General Rustom Ghazali, in a move the US said was "intended to financially isolate bad actors supporting Syria's efforts to destabilise its neighbours".
The Lebanese Central Bank last month opened the accounts of both men to the UN investigators.
Kanaan was married and had four sons and two daughters.