Lomu, 40, died unexpectedly in Auckland last night.
His wife Nadene, the mother of his two sons Brayley and Dhyreille, issued a statement just before 3pm.
"It is with great sadness that I must announce my dear husband Jonah Lomu died last night,'' she said.
"As you can imagine this is a devastating loss for our family.''
She asked for privacy for her family, especially her young children, during the "traumatic time''.
Members of Lomu's extended family have gathered at home in Mangere to support each other following the devastating news.
Speaking to the Herald, Nehoa Lomu said he first heard about his younger brother's death on the radio.
"I just came from work. I heard it on the radio. It's just really sad,'' he said.
Nehoa said their mother, Hepi, had been taken to another family home.
"What happened, happened. But we are very proud of my brother and what he did for New Zealand and also Tonga.''
Another brother who politely declined to comment said their mother was "like any other mother would be'' following the news of her son's death.
Inside the house, photos of the rugby legend could be seen on the walls, including those of Lomu's two young sons.
Lomu's cousin Mataiasi Lomu posted a tribute online.
"What a tough blow for my family and relatives. Especially to Nadene Lomu and my nephews who lost a father and husband my prayers will be with them for they are my blood.''
The cause of Lomu's death has yet to be revealed but for many years the former All Black winger battled the rare kidney disorder known as nephrotic syndrome, that began to make itself apparent even when he was making global headlines steamrolling England into submission at the 1995 Rugby World Cup and afterwards.
#RIPJonah pic.twitter.com/b72VujMNUG
— All Blacks (@AllBlacks) November 18, 2015
Lomu had a kidney transplant in 2004 which assisted his battle for seven and a half years. But his body rejected the replacement organ in 2011.
The replacement kidney was donated by The Hits radio host Grant Kereama. Co-host Polly Gillespie, who was married to Kereama at the time, said her heart was "smashed''.
"I can't believe it's true... One of my best friends is gone,'' she wrote.
"Grant and I loved you like our own brother, and life without you already hurts so badly. I can't stop crying. I can't stop wishing I could have somehow done something.''
In one of Lomu's last interviews he told the Daily Mail that he would be a ``lucky man'' if he made it to 55.
"There are no guarantees that will happen, but it's my focus,'' he said just three months ago.
"My dad died young and that makes you think. I want my boys to be healthy and if they get to 21, they should be fit and healthy and live a normal life.
"When I look in the mirror, what I see is my two sons. They're my priority. The two boys were miracles. Medically, it wasn't supposed to happen because of my kidney stuff. Never in my wildest dreams did I ever think I'd be a dad.
"Now, when I wake up in the morning, instead of looking in the mirror and thinking, 'What am I going to do today?' I look in the mirror and think, 'I've got the two boys, now get yourself up and get yourself moving and try to be the best dad you can be'.''
Lomu spent the last couple of months touring the UK with his family for the Rugby World Cup.
"By the end of it I'll have learnt the ins and outs of every clinic in the country,'' he joked to the London Telegraph.
"I am thankful that I have a beautiful wife and the kids are here. Nadene makes sure that my family stays together.
"She is my manager, my wife, my best friend and my boss!``
He hoped that his children would get a special insight into the game where their father made his name.
"It's a game that has given me so much and it's an opportunity to show them what their dad used to do,'' he told the Daily Express. "They love their rugby.''
Lomu's last tweet was sent from Dubai on Monday - sharing a video of a dancing fountains in the city.
Tributes came from all corners of the globe as news of the rugby great's death became public.
"It is just so sad, I saw him at the world cup and he looked so well. It's just a hell of a shock,'' said former All Blacks coach Sir Graham Henry.
Sir Graham marvelled at Lomu's transition from shy teenager to an articulate, sought after public speaker.
"He was a very shy boy. He would hardly say a couple of sentences.
"He was educated through the game to a large extent. In recent times he had become a highly sought after ambassador for the game. He spoke exceptionally well. I remember hearing him speak at a couple of functions and being very, very impressed.''
Prime Minister John Key said he was "absolutely shocked'' by Lomu's death.
The last time the two had met, the rugby great had told Mr Key he was "feeling better than he had for a long time''.
"It's just terrible news,'' Mr Key told reporters in Manila.
"He was someone that knew his heritage and history well, and Pacific culture, but absolutely loved the All Black jersey and loved the interaction he had with the New Zealand public.''
Labour leader Andrew Little said today's news was extremely sad.
"He is the beginning of the age of professional rugbyhe epitomised that All Black image of unstoppability,'' he said.
Auckland Mayor Len Brown also paid tribute to Lomu, calling him one of Auckland's "greatest sons''.
"He was an icon who New Zealanders from every walk of life respected both for his prowess on the rugby field and for the way that he dealt with his health issues,'' he said.
At Lomu's former high school Wesley College, an assembly was held in his honour.
"Firstly our thoughts are with the family. I think this is going to be quite a shock for them because my understanding was that he had recently been in reasonably good health,'' said principal Steven Hargreaves.
"As a school we are in a state of shock, a number of staff members who had relationships with Jonah or his rugby teams at school, and they are very upset.
The All Blacks flag and New Zealand flag have been lowered to half-mast outside New Zealand Rugby headquarters in Molesworth St, Wellington.
New Zealand Rugby chief executive Steve Tew is expected to shortly address media on the death of Jonah Lomu.
Former teammates have also reacted to Lomu's death.
A deeply emotional Josh Kronfeld hailed Lomu as "the man who changed the face of rugby, forever''.
Kronfeld, who played beside Lomu in the World Cup-winning All Blacks squad of 1995, says he has been left shocked and devastated by the news of Lomu's death in Auckland today. He saw him in good spirits a matter of weeks ago.
"Obviously Jonah has had a battle with kidney issues in recent years, but it's nevertheless shocking to hear of what's happened. I'm devastated,'' Kronfeld said.
