The bureau confirmed to Fox News that agents were at his Little Saint James Island home in St. Thomas, but did not provide details.
The notorious island took on a string of nicknames over the years, including "Pedophile Island" and "Orgy Island."
The 66-year-old Epstein was known to frequent the lush property in the U.S. Virgin Islands. What's more, an employee who reportedly worked there has claimed the wealthy financier kept a mysterious safe inside the main residence.
The employee, speaking to Bloomberg, suggested that a steel safe in his office there may have stored more than just cash.
On Saturday Epstein was found unconscious in his cell at the Metropolitan Correctional Center, and he was later pronounced dead, having apparently committed suicide, said the Federal Bureau of Prisons.
The death is said to have occurred after his cellmate was transferred for reasons that were not immediately clear.
He was reportedly found hanging in his jail cell with a bedsheet wrapped around his neck and secured to the top of a bunk bed, the New York Post reported.
Epstein was being held in connection with charges of sex trafficking and conspiracy.
Epstein was being held on the charges after he was denied bail. Prosecutors said he sexually abused dozens of young girls in his New York and Florida residences between 2002 and 2005, to which Epstein pleaded not guilty.
He faced up to 45 years in prison.
Epstein started transforming Little St. James Island after he bought it more than two decades ago — clearing the native vegetation, ringing the property with towering palm trees and planting two massive U.S. flags on either end.
He also built a stone mansion with cream-colored walls and a bright turquoise roof surrounded by several other structures, including the maids’ quarters and a massive, square-shaped white building on one end of the island. Workers there, the Associated Press reports, told each other it was a music room fitted with a grand piano and acoustic walls, whose gold dome flew off during the deadly 2017 hurricane season.
The employee who spoke to Bloomberg said when Epstein visited the property, he would walk around shirtless in shorts and flip-flops, and had a rule that he should never catch sight of the staffers who maintained the place.
Sometimes, the employee added, women would sunbathe topless or in the nude around a pool near the island’s main residence.
Many people who worked for Epstein on the island told AP last month that they had signed long nondisclosure agreements. One former employee who declined to be identified said Epstein once had five boats, including a large ferry in which he transported up to 200 workers from St. Thomas to his island every day for construction work.
The man said he saw a handful of young women when he was on Epstein’s property but he believed they were older than 18.
“When he was there, it was keep to yourself and do your thing,” the man recalled, adding that Epstein paid well and would give away older machinery and surplus including lumber to his employees.
Epstein later bought neighboring Great St. James Island, which once was popular with locals and tourists for its main attraction, Christmas Cove, a place where you could hang out and order pizza and have it delivered via boat.
Federal authorities considered the smaller of the two islands Epstein’s primary residence in the United States, a place where at least one alleged victim said in a court affidavit that she participated in an orgy, as well as had sex with Epstein and other people.
She said she saw former U.S. President Bill Clinton on the island, but that she never saw him having sex with anyone. A Clinton spokesman has issued a statement saying he never visited there.
Fox News’ Greg Norman, Nicole Darrah, Tamara Gitt and The Associated Press contributed to this report.