Eighteen-year-old Felicite Tomlinson died on Wednesday in her flat in London.
Actor and talkshow host James Corden said the news was "incredibly sad" and tweeted to Tomlinson that he is "not on your own in this".
"Louis is obviously distraught at the loss of his sister", a source told the Sun.
During the program he was due to perform his new song Two of Us - a tribute to him mom Johannah Deakin, who passed away aged 43 after a battle with leukemia.
Watford boyband Rak-Su, who won the fourteenth series of the X Factor before Tomlinson debuted as a judge, sent their sympathies.
Police are treating her death as unexplained.
They said: "Our condolences and prayers go out the Louis Tomlinson and his family at this time".
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However, Tottenham were outclassed by Real Madrid at the Bernabeu (4-0) in the first-leg of the quarter-finals, then lost 1-0 back in London. "There are worse teams that have done well and got to finals".
Two ambulance crews reportedly responded to a 999 call (London's emergency call number), as well as a paramedic and medic in a separate auto, The Sun said.
"A female believed to be 18 was pronounced dead at the scene".
It added: "A post-mortem examination will take place in due course".
Her last social media post came on Sunday (March 10).
Felicite had more than 1 million followers on Instagram and had recently said on social media that she had stopped drinking and smoking cigarettes.
Louis Tomlinson has pulled out of a planned performance at Comic Relief following his sister's death. I can't imagine how hard it is right now.