His body was discovered early on Saturday at a facility in New York.

Last month Epstein was found semi-conscious in his cell after an apparent suicide attempt.

New York Mayor Bill de Blasio has called for a full investigation, calling it "way too convenient".

"What a lot of us want to know is, what did he know?" said Mr de Blasio, who is also running for the Democratic presidential nomination, told reporters in Iowa.

"How many other millionaires and billionaires were part of the illegal activities that he was engaged in?

"Well, that information didn't die with Jeffrey Epstein. That needs to be investigated, too."

Epstein, 66, pleaded not guilty to sex trafficking and conspiracy charges last month and was being held without bail.

His death came a day after hundreds of pages of court documents were released that revealed new allegations against him and some of his high-profile associates.

What were the circumstances of Epstein's death?

Epstein died shortly after being found unconscious early on Saturday at the Metropolitan Correctional Center in New York City, considered one of the most secure in the country.

Last month, shortly after he was denied bail, Epstein was found in his cell with injuries to his neck and taken to hospital, in what prison officials had been investigating as a possible suicide attempt.

There are conflicting reports as to whether Epstein was placed on suicide watch following that incident.

"How on earth is he not under special protection? What's really going on here? I think that's a question that we must get a full answer to," said Mr de Blasio.

Epstein's body was taken to a hospital in Manhattan where he was pronounced dead

In a letter to Attorney General William Barr, Republican Senator Ben Sasse said "heads must roll."

"The Department of Justice failed, and today Jeffrey Epstein's co-conspirators think they might have just gotten one last sweetheart deal," he said.

"Every single person in the Justice Department - from your Main Justice headquarters staff all the way to the night-shift jailer - knew that this man was a suicide risk, and that his dark secrets couldn't be allowed to die with him," he added.

The attorney general said there were "serious questions that must be answered". Mr Barr added that he was "appalled" by the news of Epstein's death and said the justice department had opened its own investigation.

What reaction has there been from victims?

Elsewhere, Epstein's alleged victims have expressed disappointment that he will no longer stand trial. "I am extremely mad and hurt thinking he once again thought he was above us and took the easy way out," Jena-Lisa Jones said in a statement.

"I am angry Jeffrey Epstein won't have to face the survivors of his abuse in court," another alleged victim, Jennifer Araoz, told CNBC.

"We have to live with the scars of his actions for the rest of our lives."

A lawyer for some of the alleged victims, Lisa Bloom, said she would still seek compensation for them.

"We would have preferred he lived to face justice. Our civil cases can still proceed against his estate. Victims deserve to be made whole for the lifelong damage he caused," she wrote on Twitter.

"I've sat with my clients as they have cried and talked about how their lives were changed forever," she told MSNBC. "They deserve compensation."

US Attorney for the Southern District of New York, Geoffrey Berman, said the news of Epstein's death was "disturbing".

"We are deeply aware of their potential to present yet another hurdle to giving Epstein's many victims their day in court," he said in a statement. "We remain committed to standing for you, and our investigation... remains ongoing."

What was he charged with?

Epstein was accused of paying girls under the age of 18 to perform sex acts at his Manhattan and Florida mansions between 2002 and 2005.

He was arrested on 6 July after landing in New Jersey on his private jet. He avoided similar charges in a controversial secret plea deal in 2008, and instead pleaded guilty to a lesser charge.

Epstein faced up to 45 years in jail

That plea deal was closely scrutinised in recent weeks and, last month, US Labor Secretary Alex Acosta resigned over his role in it.

Prosecutors also accused Epstein of paying large amounts of money to two potential witnesses ahead of his trial, which was scheduled to take place next year.

He faced up to 45 years in prison if convicted.

Who was Jeffrey Epstein?

New York-born Epstein worked as a teacher before moving into finance.

Prior to the criminal cases against him, he was best known for his wealth and high-profile connections.

He was often seen socialising with the rich and powerful, including President Donald Trump, former President Bill Clinton and the UK's Prince Andrew.

In a 2002 profile in New York Magazine, Mr Trump referred to Epstein as a "terrific guy".

Donald Trump once called Epstein a "terrific guy"

But he later said the pair fell out "12 or 15 years ago" and reiterated last month that he was "not a fan of Jeffrey Epstein".

Reports of Epstein's wealth vary, with his Virgin Islands-based firm generating no public records.

History of the allegations

2002: The earliest allegations of abuse covered by the recent case take place.

October 2002: Donald Trump tells New York magazine he has known Epstein for 15 years, and that he is a "terrific guy.... it is even said that he likes beautiful women as much as I do, and many of them are on the younger side".

2005: One of Epstein's alleged victims, aged 14, reports him to the police in Palm Beach - sparking the first investigation.

May 2006: Epstein is charged with unlawful sex acts with a minor. Later in the year, the case is referred to the FBI.

2007: A plea deal is struck with Alex Acosta, the US attorney in Florida. Instead of facing federal sex-trafficking charges, he pleads guilty to two charges of soliciting prostitution, including with a minor.

June 2008: Epstein is sentenced to 13 months in prison - a private wing of a county jail. He is also allowed to leave for work - up to 12 hours a day, six days a week. He does, however, have to register as a sex offender.

April 2017: Alex Acosta is appointed labor secretary by now-President Donald Trump.

November 2018: The Miami Herald publishes its explosive investigation into Epstein, the plea deal, and the dozens of women alleging abuse.

July 2019: Epstein is arrested on new sex-trafficking charges, which he denied. Alex Acosta resigns.

BBC news