Cesar, who was also a police officer in Rio de Janeiro, died on the job on Wednesday. He was 27, reported Us magazine.
Rowling took to Twitter to share the sad news with Potter fans.
She wrote, "Desperately sad to hear that Caio Cesar, Brazilian voice of Harry Potter, has died at the age of 27. My thoughts are with his family."
Reports suggest Cesar was shot in the neck during an investigation and taken to a nearby hospital, where he underwent emergency surgery. He died hours later.
He wrote, "Everyone has heard the voice of Caio Cesar at some point. I've had the opportunity to work with him several times, because we are the same 'generation' of voice actors... He was a runt, skinny, and needed a stool... Only he grew up, was pumped (and) went (on) to become a policeman."
Cesar also added his voice to the Portuguese versions of "Avatar", "The Last Airbender", "X-Men: Evolution" and "How to Train Your Dragon".