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Chen, 39, plunged from the ninth floor of an apartment in Chaoyang District, Beijing. Her body was found by a local resident early Saturday morning.
The exact cause of the singer's apparent suicide is still under investigation.
One of Chen's friends said the star was plagued by "emotional problems."
Born in Chongqing in 1970, Chen rose to stardom as a singer with the album "I Can Never Understand Your Love" in 1993. It reached the top of the album charts and sold over 1.5 million copies.
In hit songs like "I Choose What I Want" and "Give up Your Love," Chen candidly expressed her own outlook on love and life.
The singer married Shen Yongge, boss of Zhu Shu Entertainment Ltd., in 1995.
The two divorced in 2007, and Chen remarried singer Zhang Chaofeng two years later.