Queen Maxima, who was born in Argentina, was "very shocked and very sad" to learn about her sister's death, according to the royal house.
11 years ago, Queen Letizia of Spain was hit by tragedy when her 31-year-old sister Erika Ortiz died suddenly.
Queen Maxima, a native of Argentina, married Dutch Crown Prince Willem-Alexander in 2002 and have three children together.
Inés Zorreguieta was found dead at her home in Buenos Aires and, according to the RVD, she may have committed suicide.More news: LeBron James Shouldn't be the Finals MVP
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Dutch Prime Minister Mark Rutte described it as 'intensely sad and heartbreaking news'.
Zorreguieta was a psychologist who worked on social policies at the office of Argentina's president, Mauricio Macri.
'I wish them all the strength they need to cope with this terrible loss. Reports of her receiving medical treatment for problems with her diet and depression began circulating when she returned to the country.
The father of Inés and Maxima, Jorge Zorreguieta, served as agriculture minister during Argentina's brutal military dictatorship and died past year of Hodgkin's lymphoma at 89.
The Dutch royal family did not immediately issue a statement, though Queen Maxima's scheduled state visits to Estonia, Latvia and Lithuania next week were canceled.
Queen Maxima of the Netherlands.