Authorities said they are conducting an investigation to ascertain the validity of the note and to confirm whether suicide was the cause of death of the 58-year-old.
K24 news in Kenya quoted a police officer at the scene who said "the body was found hanging near the room window. He seemed to have died long before the security team arrived there.”
A spokesperson from the embassy also confirmed the death but refrained from disclosing the identity of the deceased, Anadolu Agency reported.
“We can confirm the death of a US government employee. US Embassy Nairobi extends its deepest condolences to the family and loved ones of the deceased,” the embasy said.
His body has been taken to a mortuary.