NYPD responded to a 911 call at 7:13 AM to Cheslie's midtown apartment building on 42nd Street. Officers and paramedics responded, but she was pronounced dead on the scene. Police are investigating, but they believe Cheslie -- who lived on the 9th floor -- jumped from high up in the building.

She was last seen on a 29th-floor terrace of the building ... according to the NY Post, which was first to report Cheslie's death.

Just a few hours before she died, Cheslie posted a photo of herself on Instagram with the caption, “May this day bring you rest and peace.”

Kryst took home the top honors at the Miss USA pageant back in 2019 as Miss North Carolina. She was an attorney, and after winning the title, she also worked as a correspondent for Extra.

She used her Miss USA platform to speak out about social and criminal justice reform. She once joined us on "TMZ Live" to discuss that very topic.

She reportedly left a note Sunday morning, stating she was leaving all her belongings to her mother. Her family released a statement saying, "Her great light was one that inspired others around the world with her beauty and strength. She cared, she loved, she laughed and she shined."

The family added, "Most importantly, as a daughter, sister, friend, mentor and colleague -- we know her impact will live on."

Cheslie was just 30 years old.