Jones, who found fame as the frontman of the band put together to star in their own TV show, had an early start in showbusiness when he appeared as Ena Sharples' grandson in Coronation Street.
Three of the band's original members - Jones, Micky Dolenz and Peter Tork - got back together last year to play a series of gigs.
The band had nine top 40 hits including I'm A Believer and Pleasant Valley Sunday but were initially criticised for the manufactured nature of their career, with Californian rivals The Byrds mocking them in their single So You Want To Be A Rock 'n' Roll Star.
But they eventually proved themselves, writing more of their own songs and starring in 1960s cult film Head with Jack Nicholson.
The band's fourth original member, Mike Nesmith, who went on to record a series of critically acclaimed country albums, did not take part in the reunion.
A spokeswoman for the Medical Examiner's Office for Martin County, Florida, said: "The District 19 Medical Examiner's Office has been informed of the death of Mr Davy Jones.
"The Medical Examiner's Office will take jurisdiction and a possible autopsy will be performed and evaluation of the circumstances of death and medical information."
Jones, who was 66 when he died, also appeared in Z Cars before leaving showbusiness to train as a jockey but came back to acting with a role in a stage production of Oliver! He appeared in the West End and followed the show to Broadway where he built up a career as an actor and singer before he auditioned for The Monkees.