The winger, who burst on to the international scene at the 1995 World Cup, had a stint with Cardiff Blues, for whom he played 10 matches for from 2005-06.
His wife Nadene told New Zealand media his death was a "devastating loss" and reports said the cause of death was yet to be established.
Meanwhile, New Zealand prime minister John Key extended the nation's sympathy to his loved ones.
He tweeted: "Deeply saddened to hear of Jonah Lomu's unexpected passing this morning. The thoughts of the entire country are with his family."
Stars from inside and outside rugby union reacted with shock at the news on social media.
England Rugby World Cup (RWC) winner Jonny Wilkinson said: "I am so, so devastated to hear of the passing away of JONAHTALILOMU The greatest superstar and just a fabulous human being. Deeply saddened."
England's Mike Brown tweeted: "I can't believe the legend Jonah has passed away! So so sad An inspiration & hero to everyone ever involved in rugby."
And Sale Sharks player Danny Cipriani said: "Jonah Lomu and Christian Cullen are the reason I picked up a rugby ball - JL was a legend and a true inspiration who kept fighting."
Former BBC Radio 1 host and fellow Kiwi Zane Lowe tweeted: "The one and only Jonah Lomu R.I.P."
And the All Blacks' RWC 2015 winner Dan Carter said: "I still can't believe the sad news. Love & thoughts go out to Jonahs family."
Journalist Piers Morgan was also among those who paid tribute to the player, saying: "So sad & shocked to hear about Jonah Lomu. True sporting giant & humble, charming, funny & likeable man. RIP.
Former Wales fly-half Jonathan Davies tweeted: "Can't believe that Jonah Lomu has passed away. Was with him and his wife and family for an evening last month. So sad, life is so cruel.
"RIP Jonah you were a true legend and a gentleman.You changed the game of rugby and will be sorely missed. My thoughts are with your family."
Lomu's death was confirmed by New Zealand Rugby, whose chief Steve Tew said: "Jonah was a legend of our game and loved by his many fans both here and around the world."
The star was diagnosed with the serious kidney condition nephrotic syndrome in 1996 and underwent a kidney transplant in 2004. But after it failed in 2011, he became reliant on dialysis.
In an interview with the Daily Mail in August this year he had said he was hoping for a second transplant.
Just three days ago, in one of his final tweets, Lomu showed his solidarity with the people of France following the Paris terrorist attacks.
He tweeted from Dubai a picture of the Burj al Arab hotel lit up with the Tricolore, accompanied with the words : "Sois Fort. Viva la France".
Later the same day he also tweeted support for a cancer sufferer, saying: "We are praying for you be strong my friend."
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