Knight, 39, was found dead in Phoenix.
Former UCLA player Billy Knight has died in Phoenix, the Mericopa County Medical Examiner confirmed.
UCLA's basketball program issued a statement saying, "Our hearts are heavy after learning Billy Knight has passed away."
On July 8, Knight posted a video to Youtube titled "Billy Knight I am sorry Lord," which he began by saying, "This is probably my last message on earth." He went on to talk about his struggles.
"I isolated myself from my family members," Knight said. "I isolated myself from my friends, and that's not something you should do. If this happens, you probably have a mental illness. Mental illness is serious. I hear voices in my head constantly, and I don't know where they come from. I just asked God for forgiveness for all the wrong I've done."
The former Bruin also admitted to denying help when people told him to seek it and spoke about how he felt "like there's no hope."
Knight, 39, played for UCLA from 1997-2002, where he averaged 14 points per game during his senior season. Knight went undrafted by the NBA in 2002 and played basketball in Europe and Japan.
Knight is the second former Bruin to die in the past week. On July 7, Tyler Honeycutt was found dead after barricading himself inside a Sherman Oaks residence and having a standoff with police.