Sir Sean the famous James Bond actor died peacefully in his sleep at the age of 90.
The actor has been “unwell for some time”, his son, Jason Connery, said.
His acting career spanned five decades and he won an Oscar in 1988 for his role in The Untouchables.
Sir Sean’s other films included The Hunt for Red October, Highlander, Indiana Jones and the Last Crusade and The Rock.
The multiple award-winning Scottish actor is best known for 007 role in seven spy thrillers.
Jason, also an actor, told BBC that his father died overnight while in the Bahamas with many of his family beside him.
“We are all working at understanding this huge event as it only happened so recently, even though my dad has been unwell for some time.
“A sad day for all who knew and loved my dad and a sad loss for all people around the world who enjoyed the wonderful gift he had as an actor,” he said.
His publicist Nancy Seltzer said: “There will be a private ceremony followed by a memorial yet to be planned once the virus has ended.”
He leaves wife Micheline and sons Jason and Stephane.