World leaders, including Taro Aso, Japan's prime minister, and Barack Obama, the US president, offered their condolences to Roh's family and South Korean citizens.
Others were critical of Roh's decision, insisting that he should have remained alive to face justice.
Roh, 62, had been credited with furthering democracy in South Korea. But he was embroiled in a corruption scandal, involving payment of $1m to his wife by a wealthy shoemaker.
Another payment by the same individual worth $5m was made to one of Roh's nieces' husband.
The police are yet to confirm that Roh had killed himself. While he hadn't admitted any personal wrongdoing he apologised for his family's involvement and acknowledged his own torment with the scandal.
North Korea's official media stressed the extreme pressure Roh faced from the investigation.
"Local and foreign media were relating the motives of his death to the psychological burden caused by prosecutors' coercive investigation," the state-run Korean Central News Agency said.