Argentinian authorities are still investigating the 33-year-old's death but they too have pointed to suicide. In 2010, while she attended the University of Belgrano in Buenos Aires, Zorreguieta wrote a thesis centered on suicide in order to receive her psychology degree.
Zorreguieta was a psychologist who once worked for an office on social policies at the president's office.
Tributes were paid to the "very lovely and talented" Zorreguieta on a video her brother Martin posted of her singing and playing the guitar previous year. It is intensely sad and heartbreaking news that can hardly be comprehended by those who stay behind.
Zorreguieta died late on Wednesday, aged 33, a palace spokeswoman announced earlier. I wish them all the strength necessary to carry this disgusting loss together.
Nor will she accompany the king on the state visit to Lithuania, Estonia and Latvia next week, the state information service RVD told Dutch media.
She was the godmother to Queen Maxima's youngest daughter, 11-year-old Princess Ariane.
Between 2009 and 2011 she worked at the United Nations headquarters of Panama but returned to Argentina in 2012 after a breakup. Dutch broadcaster NOS reported that the sister of the Argentinian-born queen likely committed suicide, citing a government spokesperson.