The rocker was 38 years old.
The Urbandale Police department told TMZ that a hotel employee discovered Gray's body early Monday.
Police found no evidence of foul play, but an investigation into Gray's death has begun. An autopsy is scheduled for Tuesday.
As a member of the Grammy-winning band (whose members rarely step out without their trademark masks), Gray often went by the monikers of "#2" and "The Pig." He was arrested in 2003 on suspicion of cocaine and marijuana, E! reports.