The famous chef was in the city to work on an episode of CNN show ‘Parts Unknown’.
The network announced news of his death on Friday morning, with their official statement saying it was being treated as a suspected suicide.
Tweeting on Friday afternoon, Asia said she was “beyond devastated” at Anthony’s death.
“Anthony gave all of himself in everything that he did,” she wrote. “His brilliant, fearless spirit touched and inspired so many, and his generosity knew no bounds. He was my love, my rock, my protector. I am beyond devastated.
“My thoughts are with his family. I would ask that you respect their privacy and mine.”
Numerous other famous faces also paid tribute online:
Anthony’s profile began to soar in 1999 when the New Yorker magazine published his article Don’t Eat Before Reading This.
He later turned this into the book, ‘Kitchen Confidential: Adventures in the Culinary Underbelly’ and his first television show ‘A Cook’s Tour’ premiered in January 2002.