The family of Dave Batters released a statement Tuesday morning confirming the 39-year-old died on Monday.
"The family of Dave Batters is grieving the sudden loss of their beloved husband, son and brother, who, sadly, chose to take his own life at home in Regina on Monday, June 29," the statement reads.
"Last fall, Dave courageously made public his battle with depression and anxiety when he chose not to run for re-election as the Member of Parliament for Palliser. He entered treatment and his family and friends hoped he would overcome his illness. Tragically, this was not to be.
"Dave and Denise’s family greatly appreciates the support of their friends during this extremely difficult time and requests that the media respect their privacy. Funeral arrangements will be announced at a later date."
Prime Minister Stephen Harper also issued a statement Tuesday afternoon.
"Those of us who knew and worked with Dave will remember him as a friend and colleague who worked tirelessly on behalf of his constituents in Palliser," Harper said in a news release.
"Dave ultimately lost his struggle with severe depression, but we should use his loss as a reminder that mental health illnesses affect Canadians in every walk of life. Too often, Canadians, such as Dave, suffer in silence out of fear of being stigmatized for their illness.