The details of his death are not yet known, according to The Hollywood Reporter.
For his role of Freddy Hayes, the owner of a BBQ joint who ends up with a job in the White House, on Netflix's "House of Cards", Cathey won an Emmy in 2015. He was nominated for the award for three straight years.
On HBO's acclaimed TV series "The Wire", Cathey was lauded for his performance as Baltimore political operative Norman Wilson.
Most recently, Cathey was seen in the role of Chief Byron Giles on Cinemax series "Outcast" and also played a part in HBO's "The Immortal Life of Henrietta Lacks".
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He also starred in the Josh Trank-directed reboot of "Fantastic Four". He portrayed the role of Dr. Franklin Storm, the father of Sue and Johnny Storm.
Cathey's "S.W.A.T" co-star Samuel L Jackson paid tributes to the actor on Instagram.
"A Beautiful Talent left us for a more peaceful plane. Reg E. Cathey, true thespian, sage, musician and friend! That band up there is gonna be LIT and the convos just got waaaay heavier!!!" Jackson posted.
Streaming giant Netflix, in a statement, also condoled Cathey's death.
Cathey was born in Huntsville, Alabama, and spent his childhood in West Germany. He graduated from J.O. Johnson High School, where he acted in plays such as To Kill a Mockingbird.
He later studied theatre at the University of Michigan and the Yale School of Drama.
"The Wire" creator David Simon also paid a tribute to the actor.
"Reg Cathey, 1958-2018. Not only a fine, masterful actor
but simply one of the most delightful human beings with whom I ever shared some long days on set. On wit alone, he could double any man over and leave him thinking. Reg, your memory is a great blessing," Simon tweeted.
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