Tom Marth, 33, played the saxophone on two Killers’ albums, including Sam’s Town (2006) and Day & Age (2008), and toured with the band in 2008 and 2009.
He was reported to have committed suicide.
The Killers released a statement on Tuesday saying: “Last night we lost our friend Thomas Marth. Our prayers are with his family. There’s a light missing in Las Vegas tonight. Travel well, Tommy.”
The Killers frontman Ryan Pardey, added: “I’m just trying to make sense of things right now and help some people who aren’t doing very well. He was one of the most talented people in our community and one of my closest friends since we were 18.”
The Clark County coroners office confirmed Marth was pronounced dead of a gunshot wound to the head on Monday. He was found in a backyard, though it is unclear whose.
Marth is survived by his parents and siblings.