Wray, 76, died at his home in Copenhagen Nov. 5, a statement from his wife and son on his Web site said. No cause of death was given, but his family said his heart was "getting tired." He was buried quietly after a service at Copenhagen's Christian Church Nov. 18.
"While playing his guitar he often told the audience, 'God is playing my guitar, I am with God when I play,'" his wife, Olive, and son, Oliver Christian, wrote. "We saw you go with God, you were smiling."
Wray developed a style considered the blueprint for heavy metal and punk music. Frequently seen playing in his trademark leather jacket, he is best known for his 1958 instrumental "Rumble," 1959 "Rawhide" and 1963's "Jack the Ripper."
His music has been featured in movies including "Pulp Fiction," "Independence Day" and "Desperado."
Wray, who was three-quarters Shawnee Indian, is said to have inspired many other rock musicians, including Pete Townsend of the Who, but also David Bowie, Bob Dylan, Steve Van Zandt and Bruce Springsteen. All have been quoted as saying that Wray and "Rumble" inspired them to become musicians.
"He is the king; if it hadn't been for Link Wray and 'Rumble,' I would have never picked up a guitar,"' Townsend wrote on one of Wray's albums. Neil Young once said: "If I could go back in time and see any band, it would be Link Wray and the Raymen."
The power chord — a thundering sound created by playing fifths (two notes five notes apart, often with the lower note doubled an octave above) — became a favorite among rock players. Wray claimed because he was too slow to be a whiz on the guitar, he had to invent sounds.
When recording "Rumble," he created the fuzz tone by punching holes in his amplifiers to produce a dark, grumbling sound. It took off instantly, but it was banned by some deejays in big cities for seeming to suggest teen violence.
"I was looking for something that Chet Atkins wasn't doing, that all the jazz kings wasn't doing, that all the country pickers wasn't doing. I was looking for my own sound," Wray told The Associated Press in 2002.
He was born Frederick Lincoln Wray Jr. in 1929 in Dunn, N.C. His two brothers, Vernon and Doug, were also musicians.
The three became a country hit as "Lucky Wray and the Palomino Ranch Hands." Later, after "Rumble," they became "Link Wray and the Raymen," or Wraymen, as it was sometimes spelled.
Later, the brothers' relationship soured after a dispute about the rights to "Rumble."
In 1978, he moved to Denmark and married Olive Julie Povlsen. They raised their son in a three-story house on an island where Hans Christian Andersen once lived.
Though he went out of style in the '60s, he was rediscovered by later generations. He toured the United States and Canada since the mid-1990s, playing 40 shows this year. In 2002, Guitar World magazine elected Wray one of the 100 greatest guitarists of all time.