Zorreguieta's passing was confirmed by confirmed by Trudy Hulscher of the Royal House's communications department, E!
Zorreguieta was a psychologist who worked on social policies at the office of Argentina's president, Mauricio Macri.
Queen Maxima, 47, a native of Argentina, is "shocked and devastated" by her younger sister's death, according to a statement to Dutch newspaper De Volksrant.
Inés Zorreguieta was 33 and is understood to have taken her own life. Zorreguieta worked as a civil servant in Buenos Aires and was a guitarist.
She and the queen had a close relationship as Zorreguieta was a bridesmaid for her wedding to Willem-Alexander in 2002. "I wish them all the strength necessary to carry this terrible loss together and I trust that they will get the peace and space for that".
She's also a godmother to Princess Ariane, now 11 - the third and youngest daughter of the Dutch royals.
Her body was found Wednesday night by her mother María del Carmen Cerruti and a friend of Zorreguieta, said news agency EFE. She canceled her upcoming engagements including a state visit to Estonia, Latvia and Lithuania.
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