Odion Ighalo lost his father in the early hours of Monday morning following Watford's FA Cup semi-final defeat to Crystal Palace.
The footballer confirmed that Paul Ighalo passed away in his sleep in Lagos, Nigeria.
"A few days ago, he complained of weakness," the Watford forward told ESPN. "He was taken to hospital for treatment. This morning he died in his sleep.
"The season is almost over, and it might be a while before all the funeral arrangements are complete, so although I will continue to stay in close contact with my family over there, I will be here with my club until then."
Ighalo learned about his father's death shortly after the Hornets' 2-1 defeat to Palace at Wembley.