The death of 33-year-old Ines Zorreguieta, presumably of suicide, was confirmed by Trudy Hulscher of the Royal House's communications department.
Inés and Maxima's father, Jorge Zorreguieta, died past year at the age of 89. A spokesman for the Netherlands Government Information Service told Dutch media that Zorreguieta was believed to have died in a suicide.
Inés Zorreguieta was 33 and is understood to have taken her own life. "It is intensely sad and heartbreaking news that can hardly be comprehended for those who stay behind", Dutch Prime Minister Mark Rutte said.
Queen Maxima, a native of Argentina, married Dutch Crown Prince Willem-Alexander in 2002 and have three children together.
Other details about her death were not immediately available, but Zorreguieta had reportedly suffered from eating disorders and depression.
"With our hearts and our thoughts we are with the queen and her family". Zorreguieta was the godmother to the queen's youngest daughter, Princess Ariane.
Dutch state-run news agency RVD said the queen was "very shocked and very upset by the news".
It's understood King Willem-Alexander will carry out next week's state visit next week to Estonia, Latvia and Lithuania alone, according to the BBC.
If you or anyone you know needs help, please call the National Suicide Prevention Lifeline at 1-800-273-TALK (8255).