Rounds started dating O'Donnell in 2011 before they married in a private ceremony in 2012. They broke up in 2014 and finalized their divorce in 2016.
"I am saddened to hear about this terrible tragedy," Rosie told TMZ in a statement. "Mental illness is a very serious issue affecting many families. My thoughts and prayers go out to Michelle's family, her wife and their child."
Rosie O'Donnell and Michelle Rounds
Rosie O'Donnell and Michelle Rounds
NEW YORK, NY - JANUARY 13: (Exclusive Coverage) Rosie O'Donnell (R) and fiancee Michelle Rounds pose backstage at the hit musical 'Porgy and Bess' on Broadway at The Richard Rogers Theater on January 13, 2012 in New York City. (Photo by Bruce Glikas/FilmMagic)
Rosie O'Donnell (L) arrives with her wife Michelle Rounds for the American Theatre Wing's 68th annual Tony Awards at Radio City Music Hall in New York, June 8, 2014. REUTERS/Andrew Kelly (UNITED STATES - Tags: ENTERTAINMENT)
Actress Rosie O'Donnell (R) arrives with Michelle Rounds to attend the National Board of Review Awards Gala in New York, January 10, 2012. REUTERS/Lucas Jackson (UNITED STATES - Tags: ENTERTAINMENT)
NEW YORK, NY - DECEMBER 20: (EXCLUSIVE COVERAGE) Rosie O'Donnell and Michelle Rounds pose backstage at the hit musical 'Lysistrata Jones' on Broadway at The Walter Kerr Theater on December 20, 2011 in New York City. (Photo by Bruce Glikas/FilmMagic)
NEW YORK, NY - OCTOBER 30: Michelle Rounds and wife Rosie O'Donnell pose at The Opening Night of 'The Real Thing' on Broadway at American Airlines Theatre on October 30, 2014 in New York City. (Photo by Bruce Glikas/FilmMagic)
NEW YORK, NY - JUNE 08: Rosie O'Donnell, Michelle Rounds attend American Theatre Wing's 68th Annual Tony Awards at Radio City Music Hall on June 8, 2014 in New York City. (Photo by Walter McBride/Getty Images)
NEW YORK, NY - FEBRUARY 09: Michelle Rounds and wife Rosie O'Donnell attend the 'Taboo:Ten Years Later' reunion concert at 54 Below on February 9, 2014 in New York City. (Photo by Bruce Glikas/FilmMagic)
NEW YORK, NY - SEPTEMBER 25: Michelle Rounds and Rosie O'Donnell attend Rosie's Theater Kids 10th Anniversary Gala at The New York Marriott Marquis on September 25, 2013 in New York City. (Photo by Dave Kotinsky/Getty Images)
NEW YORK, NY - APRIL 23: Rosie O'Donnell and Michelle Rounds attend 2013 Passing It On: An Evening Of Mentorship To Benefit Rosie's Theater Kids at The Alvin Ailey Citigroup Theater on April 23, 2013 in New York City. (Photo by Mike Pont/Getty Images)
NEW YORK, NY - NOVEMBER 19: Rosie O'Donnell (L) and wife Michelle Rounds attend the 2012 Abingdon Theatre Company Gala at Espace on November 19, 2012 in New York City. (Photo by Gary Gershoff/WireImage)
NEW YORK, NY - NOVEMBER 14: Rosie O'Donnell and Michelle Rounds attend the 'Life's Essentials With Ruby Dee' screening at The Schomburg Center for Research in Black Culture on November 14, 2012 in New York City. (Photo by Mike Pont/FilmMagic)
NEW YORK, NY - OCTOBER 15: (L-R) Rosie O'Donnell and Michelle Rounds attend Rosie O'Donnell's Annual Building Dreams For Kids Gala at The New York Marriott Marquis on October 15, 2012 in New York City. (Photo by Astrid Stawiarz/Getty Images)
CHICAGO, IL - MARCH 01: Michelle Rounds and Rosie O'Donnell attend Escape To Total Rewards at Union Station on March 1, 2012 in Chicago, Illinois. (Photo by Tasos Katopodis/Getty Images for Caesars Entertainment)
NEW YORK, NY - JANUARY 10: Michelle Rounds and Rosie O'Donnell attend the 2011 National Board of Review Awards gala at Cipriani 42nd Street on January 10, 2012 in New York City. (Photo by Jim Spellman/WireImage)
MIAMI, FL - NOVEMBER 24: Rosie O'Donnell (L) and Michelle Rounds attend the 4th Annual Thanksgiving 'Feed a Friend at Bongos on November 24, 2011 in Miami, Florida. (Photo by John Parra/Getty Images)
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Rounds and O'Donnell were engaged in a brief custody battle over their adopted daughter Dakoota, now 4, after Rounds initially filed for sole custody. In September of 2015, the former recruiter at Modis in New York City was hospitalized for an apparent overdose.
Rounds eventually got remarried to Krista Monteleone, who she was still married to when she died this week. She is also survived by her parents, Roger and Gayla Rounds, brother Tad Rounds, two daughters and a stepson.
Michelle's mother also released a statement mourning her daughters on Friday.
"If anyone would like to give to the National Suicide Prevention it would be greatly appreciated," she told TMZ. "There are so many out there in this world that have demons that they think suicide is the only way out."
Celebrities who died in 2017
Celebrities who died in 2017
Michael Nyqvist, who starred in the Swedish film version of “The Girl With Dragon Tattoo,” died after a battle with lung cancer. He was 56.
NEW YORK, NY - OCTOBER 06: Actor Adam West attends the Batman: Return of the Caped Crusaders Press Room at New York Comic-Con - Day 1 at Jacob Javits Center on October 6, 2016 in New York City. (Photo by Mike Coppola/Getty Images)
Roger Smith, who starred in the series "77 Sunset Strip" and was married to actress Ann-Margret, died Sunday in Sherman Oaks. He was 84.
Gregg Allman, best known for performing in The Allman Brothers Band, passed away at 69.
Soundgarden frontman Chris Cornell died unexpectedly at 52 after he was found in a Detroit hotel room.
Erin Moran, who is known for her role in TV sitcom "Happy Days," died at the age of 56 after a secret battle with cancer.
Comedian Don Rickles died at the age of 90 from kidney failure.
Comedian Charlie Murphy died at 57 from complications stemming from a battle with leukemia.
Roger Moore, a former James Bond star, died after a short battle with cancer at 89.
Jonathan Demme, the director known for his work on thriller "Silence of the Lambs," died at 73 from esophageal cancer and complications from heart disease.
Roger Ailes, who was at FOX News for two decades before being ousted last year for alleged sexual harassment, died at 77 after suffering a fall at his home.
Bill Paxton died unexpectedly at age 61 on February 25.
( REUTERS/Fred Prouser (UNITED STATES - Tags: ENTERTAINMENT HEADSHOT)
Soul singer Cuba Gooding Sr., who is also Cuba Gooding Jr.'s father, died at 72.
Neil Fingleton, "Britain's tallest man" and "Games of Thrones" star died at 36 from heart failure.
(Photo by Chris Jackson/Getty Images)
"Battlestar Galactica" star Richard Hatch died at 71.
(Photo by ABC Photo Archives/ABC via Getty Images)
John Hurt, star of "The Elephant Man," died at 77.
Legendary actress Mary Tyler Moore passed away at the age of 80.
Butch Trucks, founding member of The Allman Brothers Band, died at 69.
(Photo by Astrid Stawiarz/Getty Images)
Actor Miguel Ferrer died from throat cancer at 61.
(Photo by David Livingston/Getty Images)
Dick Gautier, known for is role in the Broadway musical 'Bye Bye Birdie' died at 85.
(Photo by Albert L. Ortega/Getty Images)
Frank Deford, giant of sports journalism, died at 78.
(Photo by Marc Bryan-Brown/WireImage)
Rock 'n' roll legend Chuck Berry, who is known for hits like ''Sweet Little Sixteen" and "Roll Over Beethoven," died at 90 years old.
Television personality Christopher 'Big Black' Boykin, known for his MTV show "Rob & Big," died at the age of 45.
Dina Merrill, the actress known for movies like "Butterfield 8" and "Operation Petticoat," died at 93.
Frank Pellegrino Sr. (R) died at age 72 following a battle with lung cancer. He was known for his role on "The Sopranos."
Former pop singer Tommy Page was found dead at 46 in New York City.
"Doll Squad" star Francine York passed away at 80 after a battle with cancer.
Joni Sledge, the "We Are Family" singer, was found dead in her Phoenix home. She was 60.
Jazz legend Al Jarreau died at the age of 76.
Actor Robert Michael Morris died at age 77. His death was confirmed by friend Lisa Kudrow.