Claudius was suffering from cirrhosis of the liver and frequently needed hospitalization in the past couple of years.
He was 85-years-old and is survived by wife and son.
Claudius had three Olympic gold medals - London 1948, Helsinki 1952 and Melbourne 1956. At Rome in 1960, he led India to a silver-medal finish.
Claudius was being treated at the Intensive Care Unit (ICU) of a local hospital for abnormal fluid retention.
"In fact his condition had got better yesterday and doctors were hopeful of discharging him. But today morning, it deteriorated," Brandon told PTI.
In past last 11 months, Claudius had been hospitalised four times due to ill-health.