The R&B artist - born Susan Filani - died on Thursday evening (February 14) at Reddington Hospital in Victoria Island, Lagos, reports the Daily Times.
She is said to have died shortly after returning to Nigeria from the US, where she had been attending the Grammy Awards.
"With a deep sense of loss, we announce the shocking death of our darling music star Goldie Harvey," said the CEO of her record label Kennis Music, Kenny Ogungbe.
"Goldie, 31, died on Thursday after she complained of a severe headache shortly after her arrival from the United States where she went to witness the Grammy Awards."
The statement continued: "She was rushed from her Park View, Ikoyi, Lagos residence to her official hospital, Reddington, Victoria Island, Lagos, where doctors pronounced her dead on arrival at exactly 7.30pm in the evening.
"We consider this period a gloomy moment for us and the entire Nigerian music industry in view of the circumstance in which she passed away, the abundance of talent she exhibited in her short but eventful music career, and the various opportunities her trip to the United States of America would have availed her.
"She is survived by her father, stepmother, brothers and sisters. We deeply sympathise with her family and fans all over the world and [are] very grateful to all and sundry, especially the vibrant Nigerian media for their concern and prompt reportage. We shall keep everybody informed as events unfold as we are devastated by the sudden loss."
Harvey was previously a housemate on Big Brother Africa in 2012, where she met Kenyan artist Prezzo with whom she had relationship.
Watch the video for Goldie Harvey's 'Jawo Jawo' below: