Condolences have been expressed to the family and friends of the ex player who had had been diagnosed with the rare kidney disorder nephrotic syndrome in 1995.
Lomu scored 43 tries in 73 games for New Zealand between 1994 and 2002 and is credited with bringing a forceful presence to the sport which made him a household name even beyond rugby.
The Chairman of the Welsh Rugby Union, Gareth Davies, said: “It is with great sadness that the people of Wales and the wider rugby world mourn the sad loss of Jonah Lomu.
“He was a great player and a humble and courteous human being who remained a wonderful ambassador for our sport throughout his life.
“He will be remembered primarily as a legendary All Black but his links with Wales included a period as a Cardiff Blue and he enjoyed many visits here through which he maintained strong friendships at all levels of the game.
“Our thoughts are with his family and close friends at this difficult time.”