Joe Gannascoli, who played Vito Spatafore on the drama series, said he was shocked and heartbroken.
"Fifty-one and leaves a kid — he was newly married. His son is fatherless now. ... It's way too young," Gannascoli said.
Gandolfini and his wife, Deborah, who were married in 2008, have a daughter, Liliana, born last year, HBO said. The actor and his former wife, Marcy, have a teenage son, Michael.
Gandolfini's performance in "The Sopranos" was his ticket to fame, but he evaded being stereotyped as a mobster after the drama's breathtaking blackout ending in 2007.
In a December 2012 interview with The Associated Press, he was upbeat about the work he was getting post-Tony Soprano.
"I'm much more comfortable doing smaller things," Gandolfini said then. "I like them. I like the way they're shot; they're shot quickly. It's all about the scripts — that's what it is — and I'm getting some interesting little scripts."
He played Defense Secretary Leon Panetta in Kathryn Bigelow's Osama bin Laden hunt docudrama "Zero Dark Thirty." He worked with Chase for the '60s period drama "Not Fade Away," in which he played the old-school father of a wannabe rocker. And in Andrew Dominick's crime flick "Killing Them Softly," he played an aged, washed-up hit man.
On Broadway, he garnered a best-actor Tony Award nomination for 2009's "God of Carnage."
Deploying his unsought clout as a star, Gandolfini produced a pair of documentaries for HBO focused on a cause he held dear: veterans affairs.
He was mourned online in a flood of celebrity comments. "The great James Gandolfini passed away today. Only 51. I can't believe it," Bette Midler posted on her Twitter account.
"An extraordinary actor. RIP, Mr. Gandolfini," Robin Williams tweeted.
His final projects included the film "Animal Rescue," directed by Michael R. Roskam and written by Dennis Lehane, which has been shot and is expected to be released next year. He also had agreed to star in a seven-part limited series for HBO, "Criminal Justice," based on a BBC show. He had shot a pilot for an early iteration of the project.