Carradine, 72, was there to shoot a new movie, his agent said.
His personal manager, Chuck Binder, confirmed his death this morning, saying the actor had been was in great spirits.
A news report in Bangkok said he was found hanged in his hotel room and was believed to have committed suicide, but Binder said he believed Carradine died of natural causes.

He was born on December 8, 1936 as John Arthur Carradine, the eldest son of a revered Hollywood family that included his father, John Carradine, and his brothers, Bruce, Keith and Robert are also actors.
Carradine was best known for his role as Kwai Chang Caine, a Shaolin priest traveling the 1800s American frontier West in the TV series "Kung Fu," which aired in 1972-75.
He reprised the role in a mid-1980s TV movie and played Caine's grandson in the 1990s syndicated series "Kung Fu: The Legend Continues."
He returned to the top in recent years as the title character in Quentin Tarantino's two-part saga "Kill Bill."
Over the years, he appeared in over 200 motion pictures and television dramas, and numerous plays. He was also a producer, director, writer, and composer for the screen as well.

How could he be found hanging and still die of natural causes, unless he accidentally died maybe during auto-eroticism? Hmmmmmm!!

But, I sure did like him as an actor!! R.I.P.