Swedish director Malik Bendjelloul, who won an Oscar for his 2012 documentary "Searching for Sugar Man", committed suicide in Stockholm, his brother said on Wednesday.

"I can confirm that it was suicide and that he had been depressed for a short period," the 36-year-old film-maker's brother Johar Bendjelloul told newspaper Aftonbladet. "Life is not always so easy."

Bendjelloul was found dead in his apartment on Tuesday.

He won the Academy Award for best documentary feature last year for "Searching for Sugarman", telling the story of a musician who became famous without knowing it.

Sixto Rodriguez made two albums in the early 1970s but then quit music. After disappearing, his records became huge hits, particularly in South Africa.

"Searching for Sugarman" won various other awards, including best documentary prizes from Britain´s BAFTA and the Directors Guild of America, as well as two world cinema prizes at the 2012 Sundance Film Festival.

Rodriguez told newspaper Expressen that he was shocked over the filmmaker's death following a concert in Chicago.

"Malik was a fantastic person," he said. "He was both unique and very friendly."

Born to an Algerian father and a Swedish mother in 1977 in the small southern town of Ystad, Bendjelloul moved to Stockholm as his career took off.

He first discovered Rodriguez while travelling for six months in Africa in 2006, and was fascinated by his story.

Rodriquez, the son of a Mexican immigrant family, was discovered by two producers in a bar. They helped him record his first album, "Cold Fact," in 1970.

It was a critical success, but did not sell well. His second album, "Coming from Reality" also showed talent, but flopped commercially.

Rodriguez gave up his musical ambitions and ended up working in the construction industry.

But while his records failed to take off at home, a bootleg copy made it to South Africa where it struck a chord with progressive young whites exasperated with the apartheid system.

With the artist untraceable, bizarre stories began to emerge about him, including one that claimed that he had committed suicide by setting himself on fire on stage.

In the end, the curiosity of two young fans broke through the myths: they found he was still alive, living in the United States. They brought him to South Africa where he was greeted as a hero in 1998, playing six sold-out concerts.

"Searching for Sugar Man" tells the story of those two fans' search for Rodriguez, and of his musical renaissance.

Since the film gained international success, Rodriguez has relaunched his career filling arenas with new fans.