image copyrightPA Mediaimage captionGrahame rose to fame on Big Brother in 2006
The hospital Nikki Grahame was treated at before she died is investigating the circumstances of her death.
The Big Brother star, who had suffered from anorexia for a large part of her life, died on 9 April, a day after leaving Dorset County Hospital.
A spokesperson for Dorset County Hospital NHS Foundation Trust told the BBC: "A full internal investigation... is currently underway.
"This is in line with standard procedures following any sudden death."
They added: "All information and findings arising from this investigation will be shared confidentially with Miss Grahame's family, and thereafter with the coroner as part of any Coronial process.
"Staff at the Trust were deeply saddened to learn of the death of Miss Grahame, and our thoughts are with the family and friends of Miss Grahame at this very difficult time."
Grahame was admitted to the hospital on 24 March and left on 8 April. She died the following day.. The cause of death is currently unknown.
image copyrightGetty Imagesimage captionGrahame was described as the "funniest, sweetest girl" by Big Brother host Davina McCall
It is standard procedure for a death to be investigated by a hospital if it occurs shortly after the patient has left or been discharged.
Dorset County Hospital is a general hospital, and as such, would have stabilised Grahame when her condition worsened.
But eating disorders are usually treated at specialist clinics. Graham had checked into a private hospital in March after a fundraising page was set up, asking fans to donate towards her recovery. It eventually raised more than £65,000.
Grahame, originally from Northwood in north-west London, took part in the seventh series of Big Brother in 2006.
She became known for her tantrums, particularly in the Diary Room.
She was hugely popular with viewers, and was voted back into the house four weeks after she was first evicted. She subsequently finished in fifth place.
Former Big Brother presenter Davina McCall led the tributes, tweeting: "I am so desperately sad to hear about Nikki Grahame. My thoughts are with her friends and family xx she really was the funniest, most bubbly sweetest girl."