He won 14 professional tournaments, including two on the European Tour.
Earlier on Wednesday, reports emerged in the South African media of a possible hostage situation at a Pennington residence in KwaZulu-Natal, a coastal province in South Africa.
South African former World Cup of Golf victor Wayne Westner, 55, died in Pennington, in KwaZulu-Natal on Wednesday.
Police spokesperson Lieutenant-Colonel Thulani Zwane said that officers had been called to the Gwala Gwala Estate in Rahle Road, Pennington.
Police confirmed that Westner had died as the result of a gunshot to the right side of the head.
Westner (55) is best known for winning the South African Open in 1988 and 1991, both times at Durban Country Club, where his power and prodigious length off the tee enabled him to use a 1-iron to navigate his way around the notoriously tight layout.
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So shocked to hear of the death of Wayne Westner, double former victor of SA Open and victor of Dubai Desert Classic.
"Sad day, our friend Wayne Westner passed today", the four-time major victor said on Twitter.
His career was cut short after he injured his ankle ligaments in the lead-up to the 1998 Madeira Islands Open - he then went into coaching.
"Great memories thank you my friend".
At one point he was ranked 40th in the Official World Golf Rankings.
Wayne Westner committed suicide after holding his wife hostage, Sport24 reported. He lived in Celbridge, Co Kildare, for nine years, where he set up the Wayne Westner Golf Academy.