She collapsed abruptly Thursday in Kenya and died on the journey to the hospital, her sister, Faith Methu, said in a statement.
The cause of death remains unknown at this time.
"We don't know much, but an autopsy will be done to say exactly what happened," said Faith Methu.
Soni Methu hosted "Inside Africa", CNN International's longest-running feature film program, from 2014 to 2015, when the series moved into a new format without a presenter.
"We are shocked and saddened to learn of the disappearance of our friend and former colleague Soni Methu," CNN said in a statement.
"Our deepest condolences to his family and friends, from everyone at CNN."
Methu was very proud to be the first Kenyan guest of "Inside Africa" and was passionate about presenting his homeland to the world.
Those of CNN who knew and worked with her said she had great energy, an ability to light up the room and was incredibly kind to those she worked with and the people she met on her travels.
She was correspondent for two years in East Africa on the South African news channel eNCA, where she covered the terrorist attack on the Westgate Mall in Nairobi and other incidents in the region.