The family of the nurse believed to have taken her own life after falling victim to a hoax call were being comforted by relatives and friends at their terrace home at Greystoke Avenue, Southmead, Bristol.
A friend at the address said Jacintha Saldanha's partner Benedict Barboza, 49, and their teenage son and daughter, aged 14 and 16, were "very, very shocked and unhappy at the tragedy".
In a statement, Ms Saldanha's family said they were "deeply saddened" by the death and asked for privacy.
They said: "We as a family are deeply saddened by the loss of our beloved Jacintha. We would ask that the media respect our privacy at this difficult time."
A mass has been held at Westminster Cathedral for the Bristol nurse who was found dead after being duped by a hoax call from two DJs.
The inquest into the death of Bristol nurse Jacintha Saldanha has been opened and adjourned this morning.
The Australian radio station whose DJs duped a Bristol nurse with a prank call is to set up a memorial fund for her family.