No cause of death was immediately provided.
The A's tweeted a statement saying in part, "We are heartbroken to learn of the passing of a member of our Green and Gold family, Jeremy Giambi."
Giambi spent six seasons in the majors, including a stint in Oakland with his older brother, Jason. He also played for the Kansas City Royals, Philadelphia Phillies and Boston Red Sox. He last played for Boston in 2003.
Giambi was part of the 2002 Athletics team, whose season was chronicled by author Michael Lewis in the 2003 bestseller "Moneyball."
He was traded during that season to the Phillies for John Mabry.
Stay with ABC7 News for the latest details on this developing story.
ESPN contributed to this report.