Castro hanged himself with a bedsheet, Coroner Dr. Jan Gorniak told CNN Wednesday.
Authorities found Castro, 52, hanged in his cell at the Correctional Reception Center in Orient, Ohio, about 9:20 p.m., the state's Department of Corrections said.
Prison medical staff tried to revive him but failed.
Castro was taken to The Ohio State University Wexner Medical Center, where he was pronounced dead at 10:52 p.m.
The Cuyahoga County prosecutor had tough words in the wake of Castro's suicide.
"These degenerate molesters are cowards," Timothy J. McGinty said. "... This man couldn't take, for even a month, a small portion of what he had dished out for more than a decade."
Castro's brother-in-law, Juan Alicea, told CNN that the family was notified by the warden about 1 a.m. The family is angry, he said, that it first learned about the death from media reports.
Alicea said that Castro's mother and sister visited him twice in prison, most recently on August 26.
During that last visit, both women said they were worried by his demeanor, mood and body language; he appeared depressed, Alicea said.
But nothing indicated that Castro was contemplating suicide, Alicea said, recounting what the women told him. In fact, he said, the final letter that Castro's mother received from the inmate was more upbeat.
Another family member, Maria Castro-Montes, said she cried when she heard the news.
Her first thoughts were with the three victims -- Michelle Knight, Georgina DeJesus and Amanda Berry -- and what they must be feeling. Would they be glad or angry about Castro's death?
The three women held captive by Castro are aware of his suicide, Knight's attorney, Kathryn Joseph, told CNN. She said the women will not be making a statement.
Castro-Montes said nearly everyone in the family had cut ties with Castro, and relatives hope that with his death, the tragic story can come to an end.
"It was just shock and part of it was even relief in hopes that now this will just end all of it and that his name will not be out in the spotlight for years and years to come," she told CNN. "I just hope the victims can move past this now."
Castro was not a part of the general prison population, officials said.
"He was housed in protective custody which means he was in a cell by himself and rounds are required every 30 minutes at staggered intervals," JoEllen Smith of the corrections department told CNN in a written statement.
"A thorough review of this incident is under way," she added.
But Castro attorney Craig Weintraub said more precautions against a possible suicide should have been taken.
Castro's attorneys had requested permission for an independent forensic psychologist to evaluate their client, but were denied by officials, he said.
If Castro was believed to be suicidal, he should have been under stricter protection, he said.
Some will see his death as "a happy ending to this story, and a quick ending and justifiable," Weintraub said. "But we're in a civilized society and no one should really be celebrating this."
No place in the world
In handing down a sentence last month, Judge Michael Russo told the kidnapper there was no place in the world for his brand of criminal.
Castro pleaded guilty to 937 counts, including murder and kidnapping, in exchange for the death penalty being taken off the table.
The charges stem from his kidnapping, rape and assault of Knight, abducted in 2002; DeJesus, abducted in 2004; and Berry; abducted in 2003.
Castro is the father of Berry's 6-year-old daughter, DNA tests confirmed.
'You will die a little every day'
All three women kept diaries with Castro's permission, providing many of the details of their abuse.
"I cried every night. I was so alone. I worried what would happen to me and the other girls every day," Knight, 32, said, as she addressed her abductor head-on during his sentencing. "I will live on. You will die a little every day."
In each case, Castro lured the women into his car with the promise of a ride, according to court documents. The women and girl were freed in May after Berry shouted for help while Castro was away.
Neighbors heard her cries and came to her aid as she tried to break through a door. One neighbor gave her a cell phone to call authorities.
"Help me, I am Amanda Berry," she frantically told a 911 operator. "I've been kidnapped, and I've been missing for 10 years. And I'm here, I'm free now."
Plays the victim, blames the victims
During his sentencing, Castro played the victim, saying he was addicted to porn and masturbation. In his oft-disjointed statement, he referred to himself as "very emotional" and "a happy person inside."
Castro appeared to blame the victims and accused them of lying about their treatment. He went on to say that none of the women was a virgin when he abducted them, that they wanted sex and there was "harmony" in the "happy household."
Castro's 1,400-square-foot home was reconfigured to keep their whereabouts a secret, FBI agent Andrew Burke testified. The back door was outfitted with an alarm, bedspreads and curtains obscured parts of the home and a porch swing was placed in front of the stairs leading to the rooms where Castro held the women and girl hostage.
Police also testified Castro would chain the women to objects, including a support pole in his basement.
In the room where Berry and her daughter were held, the doorknob was removed, a lock was affixed to the outside and a hole was cut through the door for ventilation because the windows had been boarded up from the inside, Burke said.
Burke also described a handwritten letter in which Castro claimed he had been sexually abused as a child and wrote, "I am a sexual predator."
'You saved us'
The first police officer on the scene, Barbara Johnson, recalled for the court how she and another officer heard the pitter-patter of footsteps in a dark room where Knight and DeJesus were held.
When the captive women realized they were police, Knight "literally launched herself" onto an officer, "legs, arms, just choking him. She just kept repeating, 'You saved us! You saved us!'" Johnson said.
The women were described as scared, pale, malnourished and dehydrated when they were rescued. Dr. Gerald Maloney, who was in the emergency room when the victims arrived, said Knight requested that no male physicians attend to her.