At the age of 42, Koltsov, who competed for Belarus in the Winter Olympics in 2002 and 2010, passed away.
He also played for the Pittsburgh Penguins for three seasons in the NHL.
The 25-year-old compatriot Sabalenka is scheduled to play in the Miami Open later this week, where she is seeded second.
She will play Spain’s Paula Badosa on Thursday or Friday after receiving a bye in the first round.
According to the Miami-Dade Police Department, Koltsov’s death was a “apparent suicide” while he was in Miami.
“Foul play is not suspected,” a statement continued.
Sergey, Sabalenka’s father and a former ice hockey player, passed away.
Following their joint aim of winning two Grand Slam championships by the time they are 25 years old, Sabalenka, the world number two, called Sergey her “biggest motivation” when she successfully defended her Australian Open title in January.
