Steve Bing wrote goodbye notes to his two children before taking his own life.
The film financier wrote a note to his 18-year-old son Damian Hurley, whom he had with actress Elizabeth Hurley, and Kira Kerkorian Bing, 21 - his daughter with tennis player Lisa Bonder - according to TV personality Billy Bush.
The two letters are understood to have been passed on to Damian and Kira by Los Angeles police.
The producer jumped to his death from his apartment building on June 22 and died at the age of 55.
Billy explained that the millionaire philanthropist had been struggling with depression and the impact of the coronavirus pandemic in recent months.
According to the Daily Mirror newspaper, the TV host said: "I have friends that were friends with him. Steve had depression with a capital D.
"The whole coronavirus thing was definitely a factor. It really messed with him. Another source told me he was very depressed. Close friends are shocked at his death. Sources told 'Extra' he suffered from bipolar disorder."
According to Billy, Steve shocked some of his closest friends when he decided to relocate to "the most social building" in Beverly Hills, having previously been "reclusive".
He said: "I talked to some of his friends and they were shocked that he moved from downtown to Beverly Hills.
"He was a reclusive guy and then he went to the most social building in all of Beverly Hills, with celebrity lawyers, rappers and all kinds of people in there. And there was money trouble."
Meanwhile, Damian recently thanked his social media followers for their "overwhelming kindness" since his dad's death.
He wrote on Instagram: "I'd like to thank you all again for your overwhelming kindness over the past few days. Your love and support has helped me greatly during this challenging time."