His representatives said in a statement that he "passed away peacefully" on 21 January in Las Vegas, aged 68.
The comic won an Emmy in 2016 for his role as Christine Baskets in comedy drama Baskets, plus two nominations for outstanding supporting actor.
He also co-created and starred in the cartoon sitcom Life With Louie.
Anderson based the show on his childhood, and also hosted popular US game show Family Feud for a number of years.
