Glenne Headly died Thursday night, the actress' agent confirmed. She was 62.
No cause of death or location was immediately available.
Headly was an early member of the renowned Steppenwolf Theatre Company who went on to star in films and on TV.
Headly was known from performances in "Dirty Rotten Scoundrels" and "Mr. Holland's Opus," "Dick Tracy" and the miniseries "Lonesome Dove." She had recurring roles on "ER" and "Monk," and played the daughter of Julie Andrews and Christopher Plummer in the 2001 live telecast of the play "On Golden Pond."
She was set to appear in the upcoming Hulu sitcom "Future Man."
In 1979 she was recruited by Chicago's budding Steppenwolf Theatre, joining John Malkovich, her first husband.
Headly is survived by husband Byron McCulloch, whom she wedded in 1993, and their son.
The Associated Press contributed to this report.