The A&E doctor shared the news that Llyr had died on Instagram on Friday.
“I can’t quite believe I am actually writing this post,” he said.
“I have lost my beautiful little brother to mental health. I love you so much Llyr.”
He added that his brother was “the kindest and most caring soul”.
Llyr was a budding doctor who was set to begin his studies at medical school next month.
“I was so proud of you starting medical school next month, you would have been the most incredible doctor,” Alex said.
“We are hurting so bad. No words can explain. As a family we are devastated.”
Alex’s fellow Love Island stars rushed to support him, with Wes Nelson writing: “So sorry to hear this Alex! Stay strong I love you mate!”
Rosie Williams added: “Oh no Alex! This is so awful. I’m so so sorry from the bottom of my heart. Sending you all the love in the world. Thinking of you and your family through this terrible time.”
Samira Mighty, who appeared on the same season as Dr Alex in 2018, wrote: “Stay strong.”
Useful websites and helplines
Mind, open Monday to Friday, 9am-6pm on 0300 123 3393.
Samaritans offers a listening service which is open 24 hours a day, on 116 123 (UK and ROI - this number is FREE to call and will not appear on your phone bill).