The star's brother-in-law, musician Joe Henry, shared the news of Anthony's death on Instagram.
Anthony's brother-in-law, musician Joe Henry, who is married to Madonna's sister, Melanie Ciccone, was the first to share the news, penning a heartfelt post on Instagram.
"My brother-in-law, Anthony Gerard Ciccone, exited this earthly plane last evening. I’ve known him since I was 15, in the spring of our lives in Michigan so many years now gone. As brother Dave Henry (who took this photograph) notes here, Anthony was a complex character; and god knows: we tangled in moments, as true brothers can. But I loved him, and understood him better than I was sometimes willing to let on," Henry wrote, making note of their often complicated relationship.
"But trouble fades; and family remains— with hands reached across the table," he continued. "Farewell, then, brother Anthony. I want to think the god your blessed mother (and mine) believed in has her there, waiting to receive you. At least for today, no one shall dissuade me from this vision."
ET has reached out to Madonna's reps for a statement.
Madonna, who is one of eight children, grew up in Michigan, where per Page Six, Anthony is believed to have been living at the time of his death.
According to the outlet, the pop icon and her siblings had a strained relationship with Anthony over the years due to his struggles with substance abuse. At one point, Anthony reportedly was homeless and had been living under a bridge in Michigan.
In a 2013 interview with the Daily Mail, Anthony spoke out against his famous sister and his family, telling the outlet they did not care about him.
"I’m a zero in their eyes – a non-person. I’m an embarrassment. If I froze to death, my family probably wouldn’t know or care about it for six months," Anthony reportedly said at the time.
"My father would be very happy if I died of hypothermia, then he wouldn’t have to worry about it anymore. He’s old school, he grew up in the depression," he continued, before claiming he and the "Vogue" singer "never loved each other."
"I never loved her in the first place, she never loved me. We never loved each other," Anthony claimed.