Senteni Masango’s lifeless body was said to have been found in the room.
“The king’s wife is believed to have overdosed on about 40 amitriptyline capsules – widely used to block the long-term (chronic) pain of some rheumatic conditions and treat depression and related disorders,” online publication News24 reported.
She was buried on Sunday morning.
King Mswati III got married to the deceased in September 1990 when she was just 18 years old.
Last year, King Mswati III married his latest bride, Siphelele Mashwama, who was aged 19 years.
It is a tradition for the Swazi King to choose a wife every year.
In Swaziland, tens of thousands of unmarried and childless girls and women travel from the various chiefdoms to participate in the eight-day event during which the king selects a new bride, and would-be brides are publicly checked to ascertain their virginity.
King Mswati III was crowned in 1986 at the age of 18, succeeding his long-serving father King Sobhuza II, who died at the age of 82.
The king, now aged 50, is known as Ngweyama the lion.