The sad news was confirmed by Sean's family
The Scottish actor was best known for playing James Bond in the movie franchise.
Sir Sean was the first star to play the role of 007 on the big screen in 1962's Dr No and went on to appear in seven hit films.
During his decades spanning acting career, Sir Sean went on to win an Oscar, two Baftas and three Golden Globes.
His Academy Award came in 1998 when he took home the statuette for best supporting actor for his role as an Irish police officer in The Untouchables.
Sean was knighted by the Queen in 2000 for his services to film drama.
Among his other hit films include in Indiana Jones and the Lat Crusade, Dragonheart and Murder on the Orient Express.
Obituary: Sean Connery
He was largely regarded as being the best actor to have played 007 in the long-running franchise, often being named as such in polls.
His Oscar came in 1988, when he was named best supporting actor for his role as an Irish cop in The Untouchables.
He was knighted by the Queen at Holyrood Palace in 2000.
In August, he celebrated his 90th birthday.