Siko (63) was found with a self-inflicted gunshot wound to the head by his helper at his home in Hammanskraal on Thursday, the Star paper reported on Monday.
The helper was working inside the house when she heard the gunshot.
Siko's twin sister Irene said the family was struggling to understand the death as he had left no note.
"We do not know what led him to kill himself. We're still trying to come to terms with his death," she said.
Siko exploded a bomb on the morning of December 7 1977, in front of a restaurant at the Carlton Centre.
Several people were injured, including Siko who blew off his right hand.
A former student at the University of Witwatersrand, Siko was sentenced to 12 years on Robben Island for the bombing.
He told a court that he had done the bombing with the "highest patriotic motives" for the good of both his people and "for the good of white South Africans as well".
Before the Carlton Centre bombing, Siko had also bombed a surgery in Soweto, which was owned by a white doctor.
He said the bombing was intended to test the effectiveness of his bombs and to push the authorities into improving living conditions in Soweto.
Siko had recently taken early retirement as a group executive manager at the Defence Science and Technology Institute. – Sapa