“The nation has lost a true hero and one of our most disciplined and talented athletes, who flew the South African flag across the sporting world,” said Zuma.
“We wish to convey, on behalf of the government and the entire nation, our heartfelt condolences to his family, Athletics South Africa, the South African sports fraternity and the International Olympic Committee.”
Earlier, sports minister Fikile Mbalula announced the death of Mulaudzi in a statement without giving details.
“Sports minister Fikile Mbalula has just received the sad news of the untimely death of South African 800m icon Mbulaeni Mulaudzi,” his office said.
“Mulaudzi was one of the most decorated track athletes that South Africa has seen and, unfortunately, never had the recognition for his achievements, so it’s indeed a sad day,” said his agent, Peet van Zyl.
Global athletics body IAAF said in a statement it was “deeply saddened” to learn of the death of Mulaudzi.
Mulaudzi was the surprise winner of the 2009 world championships 800m title in Berlin and retired from athletics last year.
His death triggered immediate reaction from two star South African athletes — 2009 women’s 800m world champion Caster Semenya and 2008 Olympics long jump silver medallist Khotso Mokoena.
“Just lost a brother, a friend, a very good friend,” tweeted Semenya. “May your soul rest in peace. I love you man, will always love you CHAMP.”
Mokoena tweeted: “I have lost a brother, a friend, a champion. Sad news to my soul. Will miss you my brother. RIP. Death be not proud.”
Born in a Northern Province village, Mulaudzi rose to prominence when only 19 by taking 800m silver at the African senior championships.
After finishing sixth at the 2001 world championships in Canada, he struck gold at the Commonwealth Games a year later.
More 800m medals were to follow soon after — bronze at the 2003 world championships, gold at the world indoor championships and silver at the 2004 Athens Olympics, where he was the flag bearer.
Mulaudzi also won silver at the 2006 and 2008 world indoor championships, setting a national indoor record of 1:44.91 in the process.
Soon after his Berlin triumph, the South African set a personal best 800m time of 1:42.86 in central Italy.
The Berlin victory marked the summit of his career and he did not compete in any further world championships, but won a 2010 Diamond League race in New York.
Mulaudzi captured a ninth national 800m title in 2012 and last year bade farewell to athletics by coming fourth at another New York Diamond League meet.