Police said Bendjelloul died late Tuesday in the Stockholm area. His brother later confirmed local media reports that he had committed suicide.
"I can confirm my brother has taken his own life," Johar Bendjelloul said in a text message to Reuters.
"Searching for Sugar Man," structured like a mystery, followed two South African journalists who tried to track down American singer Sixto Rodriguez after his disappearance from the public scene.
Rodriguez had failed to achieve fame in the United States but, unbeknownst to him, had become a popular and influential folk icon in South Africa.
"Searching for Sugar Man" swept major awards from U.S. directors, producers and writers’ guilds, and won audience and special jury awards at the Sundance Film Festival.
It helped make Rodriguez, now 71, better known in the United States and led to a revival of his musical career.
Rodriguez told Billboard magazine after a performance in Detroit on Tuesday that the director's death was a "shock."
"He was a very talented man and hard-working artist - he proved it by hitting an Academy Award his first time out," the singer and songwriter said.
By Ruchi Singh
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