"I can confim that it was suicide and that he had been depressed for a short period of time," the acclaimed director's brother Johar Bendjelloul told the Aftonbladet newspaper the day after Malik's body was found.
First-time director Bendjelloul won an Academy Award for best documentary feature last year for Searching for Sugarman, which told the story of a musician who became famous without knowing it.
Searching for Sugar Man won various other awards, including best documentary prizes from Britain's Bafta and the Directors Guild of America last year, two world cinema prizes at the 2012 Sundance Film Festival and a string of prizes from the Guldbagge Awards in Sweden.
Born to an Algerian father and a Swedish mother in 1977 in the small southern town of Ystad, the young filmmaker moved to Stockholm as his career started to take off.
Bendjelloul first discovered Rodriguez while travelling for six months in Africa in 2006, and was fascinated by his story.
Rodriquez, the son of Mexican immigrants, was discovered by two producers in a bar. They helped him record his first album "Cold Fact" in 1970. It was a critical success, but did not sell well. The following year, when he started working with another producer, his recorded his second record "Coming from Reality". Again, it showcased Rodriguez' talent, but flopped commercially.
Taking the hint, the young Rodriguez gave up his musical ambitions, and went off to work in the construction industry.
But while his records failed to take off at home, by accident a bootleg copy made it to South Africa, where it struck a chord with progressive young whites, exasperated with apartheid. His success was such that bizarre stories began to emerge about him, as he wasn't present to correct any tall tales such as that he rumour that he had committed suicide by setting himself alight on stage.
In the end, the curiosity of two young fans broke through the myths: they found he was still alive, living in the United States. They brought him to South Africa where he was greeted as a hero in 1998, playing six sold-out concerts.
Searching for Sugar Man tells the story of those two fans' search for Rodriguez, and of his musical renaissance.