Matthew Harris, 41, of Haverfordwest, was discovered on Wednesday, May 27 and died the next day in hospital.
He was due to appear in court accused of murdering Lisa Fraser, whose body was discovered on Friday, 13 May, at a house on Military Road in Pembroke Dock.
His death was confirmed at Swansea Crown Court, and the criminal case has now concluded.
In Neyland, Pembrokeshire, he was also charged with threatening to kill, robbery, and criminal damage to property.
Lisa Fraser was discovered dead in her home in Pembroke Dock.
He had been remanded in custody at HMP Long Lartin in Worcestershire, near Evesham, and was scheduled to enter a plea in court.
The case, however, can no longer be tried, and Judge Paul Thomas QC ordered that his death be recorded on the case file.
The death has been referred to the coroner in Worcestershire, according to Dyfed-Powys Police, and Ms Fraser’s family is being supported by specialist officers.