Australian Prime Minister Kevin Rudd also expressed his mourning for the star in a statement: "It was with great sadness that I have learned of the passing of Heath Ledger.
"It is tragic that we have lost one of our nation's finest actors in the prime of his life. Heath Ledger's diverse and challenging roles will be remembered as some of the great performances by an Australian actor."
Ledger's director in "Candy," Neil Armfield, talked about Ledger's rise from Australian boy to Hollywood hunk to heavyweight.
Ledger played a poet addicted to heroin in 2006's "Candy."
"He was a young boy in many ways, still a boy when he left Perth and got into this whirlwind of his career,'' Armfield told ABC radio.
"He handled his career incredibly well. He made a decision about four years ago to stop being led by producers and managers, and to forge his own way. He started working with the most interesting directors. He was so successful at breaking out of the teen idol image.
"We saw with his relationship with the paparazzi that he was vulnerable and felt intensely invaded and got so unbelievably distressed," Armfield said. "The photographers would try to push him into a reaction and he was a young man so he would react.''
Actor Geoffrey Rush, who co-starred with Ledger in "Candy," expressed his admiration of the star. He said in a statement, "This is such a sad event. I admired Heath enormously. He was such a sensitive and committed and daring actor. This is truly a tragedy."
While some have found the words, those closest to the star have asked for their privacy at this time. Many friends and colleagues of the late star have avoided press events, including press calls at Sundance, and have taken to grieving, safely hidden from the paparazzi's flashing bulbs.
Ledger's former partner, Michelle Williams, and their 2-year-old daughter found out the tragic news in Sweden, where Williams was filming her upcoming film, "Mammoth." The mother and daughter arrived in New York Wednesday evening.