Malle, 63, died on Thursday night of complications from lymphoma, she said, and his body was being returned to France yesterday for burial.
Malle was diagnosed as suffering from cancer of the lymph nodes in August. Doctors also found that he was suffering from immune deficiency as a result of the cancer.
Malle's wife, the actress Candice Bergen, was accompanying his body to France along with their young daughter, Chloe, Pat Kingsley of the publicity company PMK said.
Malle had been in the vanguard of the so-called New Wave of directors from Europe which ultimately reshaped Hollywood, taking it from the song- and-dance extravaganzas of the Forties and Fifties into the harsh reality of later decades.
Along the way, his sensitivity and ability to bring out the best in actors made him one of the most enduring directors in Hollywood and Europe.
But despite his international acclaim as a director and screenwriter, Malle never won an Academy Award. He directed The Silent World, on the work of French undersea explorer Jacques Cousteau, which won the Oscar for best documentary in 1957 - but the award went to Cousteau as producer.
He was nominated for an Oscar for best original screenplay in 1972, for Murmur of the Heart, (Souffle au Coeur), a highly controversial film about mother-son incest, and again in 1981 as best director for Atlantic City, starring Burt Lancaster and Susan Sarandon.
His last nomination, for best original screenplay, came in 1987 for the highly acclaimed Au revoir les Enfants. Altogether, he was associated with more than 100 films as either screenwriter, director or actor.
Malle was born on 30 October 1932, in Thumieres, northern France, where his mother was a sugar heiress and his father directed sugar refineries.
After high school he studied political science at the Sorbonne in Paris, but after two years he realised that film was to be his life and switched to the Institut des Hautes Etudes Cinematographiques.
After university he became an assistant to Cousteau, filming marine life in the Red Sea, the Persian Gulf and the Indian Ocean in 1954 and 1955.
In 1956 he joined the legendary filmmaker Robert Bresson, and from 1962 to 1964 he temporarily left films to go in front of the camera as a foreign correspondent for French television, reporting from Algeria, Vietnam, and Thailand.
He married Anne-Marie Deschodt and they had two children, Manuel and Justine, before divorcing in 1967.
In 1980 he married Candice Bergen, who won several Emmys for her role as the aggressive reporter in the American hit television series Murphy Brown. He did a cameo of himself on the show recently, saying of the Bergen character: "I pity the man who has to live with her."
Malle and Bergen had an intercontinental marriage, with Malle spending seven months of the year in France away from the family home in Los Angeles, but returning once a month.
"That's the one downside to all this," Bergen once told an interviewer. "It just wipes him out. I feel guilty and responsible for his exhaustion," she added.Reuse content