Reports in Brazil claim Danilo, aged 30, was playing football at his family home in Barueri, Sao Paulo, before being rushed to hospital.
Cafu’s former clubs, including Roma and AC Milan, both posted messages of condolence on Twitter.
Our @officialcafu has lost his son, Danilo. It's with a sad heart that we offer our deepest condolences to his family at this saddest of times 🙏
Marcos, in questo momento di profonda tristezza ogni rossonero è con te e la tua famiglia. Il nostro abbraccio va a voi 🙏
— AC Milan (@acmilan) September 5, 2019
Sao Paulo, where Cafu began his career, posted: “Sao Paulo Football Club deeply regrets the death of Danilo, are of Cafu. The club sympathises and wishes the tri-color idol and his family and friends strength.”
Cafu played 142 times for Brazil, captaining the nation to World Cup glory in 2002 having also won the tournament in 1994.
The former full-back won Serie A with Roma and later on AC Milan, where he also lifted the Champions League.
El Real Madrid C. F. expresses its deep regret at the passing of Danilo, the son of Brazilian football legend @officialcafu.
The club wishes to convey its condolences to Cafú and his family and shares in his grief in these difficult moments.
— Real Madrid C.F. 🇬🇧🇺🇸 (@realmadriden) September 5, 2019