Murphy was pronounced dead at 10:04 a.m. at Cedars-Sinai Medical Center, hospital spokeswoman Sally Stewart said.
Murphy was transported to the hospital after the Los Angeles Fire Department responded to a call at 8 a.m. at the home she shared with her husband, British screenwriter Simon Monjack, in the Hollywood Hills.
Assistant Chief Coroner Ed Winter said Murphy apparently collapsed in the bathroom, and authorities were looking into her medical history.
An official cause of death may not be determined for some time, since toxicology tests will be required, but "it appears to be natural," Winter said. He said an autopsy was planned for Monday or Tuesday.
Winter said Murphy's family was cooperating with the coroner's investigation. Funeral arrangements have not been announced, he said.
Los Angeles police have opened an investigation into Murphy's death, Officer Norma Eisenman said. Detectives and coroner's officials were at Murphy and Monjack's home Sunday afternoon but did not talk to reporters. Paparazzi were camped outside the multistory home, located above the Sunset Strip.
Messages left for Murphy's manager and agent by The Associated Press were not immediately returned.
Neighbor Clare Staples said she saw firefighters working to resuscitate the actress Sunday morning. She said Murphy was on a stretcher and "looked as though she was dead at the scene."
Murphy's husband, wearing pajama bottoms and no shoes, appeared "dazed" as firefighters tried to save her, Staples said. "It's just tragic," she added.
TMZ.com first reported Murphy's death Sunday morning.
Murphy's father, Angelo Bertolotti, said he learned of her death from his son, the actress's brother, and was stunned.
"She was just an absolute doll since she was born," Bertolotti said from his Branford, Fla., home. "Her personality was always outward. Everybody loved her — people that made movies with her, people on a cruise — they all loved her. She was just a regular gal."
He said he hadn't heard much about the circumstances of Murphy's death. Bertolotti divorced her mother when Murphy was young and hadn't seen Murphy in the past few years. He said he used to be in the mob and served prison time on federal drug charges.
"She was just talented," Bertolotti said. "And I loved her very much."
Meanwhile, Murphy's publicist, Nicole Perna, said in a statement: "In this time of sadness, the family thanks you for your love and support. It is their wish that you respect their privacy."
Born Nov. 10, 1977, in Atlanta, Murphy grew up in New Jersey and later moved with her mother to Los Angeles to pursue acting.
Her career started in the early 1990s with small roles in television series, commercials and movies. She is best known for parts in "Girl, Interrupted," ''Clueless" and "8 Mile."
Her on-screen work had lessened of late, but Murphy's voice gave life to numerous animated characters, including Luanne Platter on more than 200 episodes of Fox's "King of the Hill" and Gloria the penguin in the 2006 feature "Happy Feet."
She is due to appear in Sylvester Stallone's upcoming film, "The Expendables," set for release next year.
Her role in "8 Mile" led to more recognition, Murphy told AP in 2003. "That changed a lot," she said. "That was the difference between people knowing my first and last name as opposed to not."
Murphy credited her mother, Sharon, with being a key to her success.
"When I asked my mom to move to California, she sold everything and moved out here for me," Murphy said. "I was really grateful to have grown up in an environment that was conducive to creating and didn't stifle any of that. She always believed in me."
She dated Ashton Kutcher, who costarred with Murphy in 2003's romantic comedy "Just Married."
Kutcher sent a message on Twitter Sunday morning about Murphy's death: "2day the world lost a little piece of sunshine," Kutcher wrote. "My deepest condolences go out 2 Brittany's family, her husband, & her amazing mother Sharon."