Two-time Australian Open champion Aryna Sabalenka has described the death of her former partner Konstantin Koltsov as an "unthinkable tragedy".

Koltsov, a former professional ice hockey player from Belarus, died in Miami Beach earlier this week, aged 42.

"Konstantin's death is an unthinkable tragedy, and while we were no longer together, my is heart is broken," Sabalenka wrote on Instagram.

"Please respect my privacy and his family's privacy during this difficult time."

The Miami-Dade Police Department issued a statement on Wednesday AEDT, saying first responders were called to the St Regis Bal Harbour Resort in Miami Beach the previous day.

"No foul play is suspected," the statement read.

Sabalenka is in Florida to contest the Miami Open.

The world number two, who won her second consecutive Australian Open in January, is expected to play in Miami.

But it is understood she will not speak to the media during the tournament.

Koltsov played for the Belarus national team in the 2002 and 2010 Olympics and spent parts of three seasons with the National Hockey League's Pittsburgh Penguins from 2002 to 2006.

"He was a strong and cheerful person, he was loved and respected by players, colleagues, and fans," Russian professional ice hockey team Salavat Yulaev said in a statement.

"Konstantin Evgenievich forever wrote himself into the history of our club. May he rest in peace."

Sabalenka and Koltsov were first linked in June 2021, according to People magazine, and she frequently posted photos of them together on her Instagram account.

Renowned for his speed on the ice, Koltsov won the Russian Super League title with Salavat Yulaev in 2008 and more recently returned to the club as an assistant coach.

Sabalenka lost in the last 16 at Indian Wells last week and is scheduled to play her first match at the Miami Open against Paula Badosa on Saturday AEDT.

Badosa spoke to the media in Miami on Wednesday AEDT, saying it would be difficult playing her close friend.

"Yesterday I spoke with her a lot of time. This morning the same," Badosa said.

"So, I know what she's going through. I know the entire situation.

"That for me is a little bit shocking to go through that because she's my best friend and I don't want her to suffer. It's a very tough situation.

"At the same point, playing against her, it's also uncomfortable. But I don't want to talk about it because I said I'm not going to talk about it.

"She's my best friend and I promised that. She's a strong woman. I think she will get the power from somewhere. I hope it's going to be a battle, a good match."