The singer, who performed under the name Jonghyun, was found unconscious in a rented Seoul apartment on Monday evening.
Kim Jong-hyun, a key member of one of South Korea's biggest boy bands, SHINee, has died.
Jonghyun's death is being reported as an "apparent suicide". "Tell me I did well", and, "Final farewell", the star said in the messages, according to South Korean media.
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Mike Suh, head of strategy and global business at entertainment conglomerate CJ E&M, says idols go through a long training period "so that they immediately attract fans when they first appear".
K-pop is the rage in Asia, especially in China and Japan, and the industry has made inroads in the West, with a song by the group BTS maintaining a spot on the Billboard 200 for a seven weeks as of the end of November.
As well as being a singer and an accomplished dancer, he played a large part in the group's songwriting and production, and launched a successful solo career in 2015. His last public appearance was at a solo concert titled "Inspired" on December 9-10 in Seoul, and he was scheduled to hold concerts with SHINee members in Tokyo and Osaka in February, Yonhap said.
SHINee have been dubbed the "Princes of K-pop" - a musical genre that started in South Korea and that mixes electronic, hip hop, pop, rock, and R&B music.
The lead singer of one of Korea's most popular boybands has died at age 27.