Ariel Castro, 53, was found hanging in his cell at the Correctional Reception Centre in Orient.
Prison medical staff performed CPR before Castro was transported to the prison hospital, where he was pronounced dead.
Ohio prisons spokeswoman JoEllen Smith said: "A thorough review of this incident is under way."
The three women disappeared separately between 2002 and 2004, when they were 14, 16 and 20 years old. They escaped on May 6 when one of the women broke part of a door and yelled to neighbours for help. Castro was arrested that evening.
He was sentenced on August 1 to life in prison plus 1000 years after his guilty plea to 937 counts, including kidnapping and rape. A deal with prosecutors spared him a possible death penalty.
The former school bus driver was in protective custody because of the notoriety of his case, meaning he was checked every 30 minutes, but was not on suicide watch, which entails constant observation.
He was also watched closely in Cuyahoga County Jail in the weeks after his arrest and before his case was resolved by a guilty plea, with logs noting his activity every 10 minutes.
Castro was taken off county jail suicide watch in early June after authorities determined he was not a suicide risk.
His lawyers tried unsuccessfully to have a psychological examination done at Cuyahoga County Jail, where Castro was housed before he was turned over to state authorities following his conviction, his attorney Jaye Schlachet said.
In an interview last month after Castro's conviction, Mr Schlachet and colleague Craig Weintraub said their client clearly fitted the profile of sociopathic disorder and they hoped researchers would study him for clues that could be used to stop other predators.
The women escaped after one of the three, Amanda Berry, told police in an emergency call: "Help me. I've been kidnapped, and I've been missing for 10 years and I'm, I'm here, I'm free now."
Castro had fathered a child with Ms Berry while she was in captivity. A judge rejected his request to have visiting rights with his daughter.
Elation over the women's rescue soon turned to shock as details emerged about conditions of their captivity. Investigators say they were bound with chains, repeatedly raped and deprived of food and toilet facilities.
In a rambling statement during sentencing, Castro told the judge he was not a monster but a man suffering from a pornography addiction.
His death is the second high-profile suicide in an Ohio prison in a month.
On August 4, Death Row inmate Billy Slagle was found hanged in his cell days before his scheduled execution.