The 59-year-old passed away on Tuesday evening, according to a family statement.
He was working on a new series for ITV with Rock Oyster Media, a subsidiary of Goldfinch.
In a statement, Goldfinch said: "Gary was in the middle of filming a wonderful new series with Rock Oyster Media for ITV from his base in Dubai.
“Gary was taken ill very suddenly at home during a break in filming and died a short time afterwards.
“Production was obviously halted as soon as Gary was taken ill and members of the Rock Oyster Team remain in Dubai to support the family as best they can.
“All at Rock Oyster Media and Goldfinch are devastated by this tragic news.”
Rhodes was best known for fronting programmes including MasterChef, Hell’s Kitchen and MasterChef USA.
He published more than 20 cookery books, including New British Classics and The Complete Cookery Year.
In addition to his restaurants, books and TV programmes, Rhodes was an established personal chef, having cooked for everyone from Tom Hanks to Princess Diana.
In 2006, Rhodes was rewarded with an OBE for his services to the hospitality industry.
To read more about the life and work of Gary Rhodes, click here.
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