She committed suicide by hanging herself, a family member told ABC News. An autopsy was scheduled for Thursday.
Kennedy had filed for divorce from his wife in 2010.
Mary Kennedy's family released a statement saying, We deeply regret the death of our beloved sister Mary, whose radiant and creative spirit will be sorely missed by those who loved her. Our heart goes out to her children who she loved without reservation.
Bedford, N.Y., police earlier confirmed they were investigating a possible unattended death at a Mount Kisco address owned by Robert F. Kennedy Jr.
Authorities found a deceased individual inside an outbuilding on the property, police said in a statement.
There was a phone call made from the home requesting assistance for a death at that location, an officer told RadarOnline.com. This is an unattended death investigation. That means no one was there when the person died.
Mary Kennedy, 52, was married to RFK Jr. for 16 years and in recent years had a troubled history, including arrests two years ago for drunk driving and driving while impaired by drugs, the New York Post reported.
In May 2010, Robert Kennedy filed for divorce from Mary after 16 years of marriage. Details of their divorce filing were kept private, People magazine reported.
At the time of the filing, police were summoned to Kennedy's home for a domestic incident, according to reports. Robert alleged his wife was intoxicated.
Three days later, Mary was arrested for driving while intoxicated after police spotted her running over a curb near her home. Police said she had a .11 blood alcohol level. She pleaded guilty to a lesser charge, was fined $500 and had her license suspended for 90 days.
In August 2010, she was charged with driving under the influence of drugs after speeding down the Taconic State Parkway, according to AP reports at the time. She was determined to be under the influence of prescription medication.
RFK Jr., 58, a lawyer and environmentalist leader, is the son of the late Sen. Robert F. Kennedy and the nephew of President John F. Kennedy.
He married Mary Richardson, in 1994. They had four children now aged approximately 18 to 11: Conor, Kyra, William and Aiden.
Kennedy previously was married to Emily Ruth Black, with whom he had two children.
Mary Kennedy was an architect and designer and had overseen the renovation of the couple's home into an environmentally advanced showpiece, the Associated Press reported. Her family cited her devotion to her children in remembering her.