Emergency management official Herman Bracho said Monday that Gonzalez was struck by lightning at a beach.
On Monday, Cubs general manager Jim Hendry spoke fondly of Gonzalez.
"The Chicago Cubs are very saddened today to learn of Geremi Gonzalez's sudden passing. Geremi began his career as a Cub, leading our pitching staff with 11 wins as a rookie in 1997 and, despite an arm injury, helping the club early in the season a year later to an eventual postseason appearance. The organization sends its heartfelt condolences to his family."
Gonzalez pitched for five major league teams from 1997-2006. The right-hander appeared in 131 games with 83 starts, compiling a 30-35 record.
Gonzalez played for current Cubs manager Lou Piniella in Tampa Bay and was on the mound when Sammy Sosa's corked bat exploded in a game at Wrigley Field on June 3, 2003.
"That's a tragic thing," Piniella said. "He was a nice young man. He was a competitive kid, really good natured. It's a shame, it really is. I liked him a lot."
Chicago White Sox manager Ozzie Guillen, a fellow Venezuelan, expressed his feeling before a game in Cleveland.
"It's sad," Guillen said. "A lot of people are going to be shocked. He was a good man. He had a lot of ups and downs in his career. He was 33. It was so early in his life to die. I wish the best to his family. The news went around the country pretty fast."
Brewers manager Ned Yost expressed similar feelings.
"He was so much fun to be around. He was always happy, always smiling," Yost said. "He was a guy that could scare real easy and then horse laugh. He was just one of those guys that when he saw you, he always had a smile on his face."
The Toronto Blue Jays released him during spring training last year. Gonzalez then moved to Japan and pitched in five games for the Yomiuri Giants.
The Associated Press contributed to this report.