The family of Angus Cloud, who played a drug dealer named Fezco "Fez" O'Neill, made the announcement on Monday.
"It is with the heaviest heart that we had to say goodbye to an incredible human today," they wrote.
Cloud buried has father last week, according to family, and was in a "battle with mental health".
"The only comfort we have is knowing Angus is now reunited with his dad, who was his best friend," the statement read.
"We hope that his passing can be a reminder to others that they are not alone and should not fight this on their own in silence."
The cause of death has not been given.
Cloud reportedly died at his family's home in Oakland, California, according to People magazine and TMZ.
"We are incredibly saddened to learn of the passing of Angus Cloud. He was immensely talented and a beloved part of the HBO and Euphoria family," HBO said in a statement.
"We extend our deepest condolences to his friends and family during this difficult time."
Cloud had minor roles in films, North Hollywood and The Line.
He also appeared in music videos for artists including Becky G, Karol G and Juice WRLD.
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