BBC : The Scottish actor was best known for his portrayal of James Bond, being the first to bring the role to the big screen and appearing in seven of the spy thrillers.
Sir Sean died peacefully in his sleep, while in the Bahamas, having been “unwell for some time”, his son said.
His acting career spanned decades and he won an Oscar in 1988 for his role as an Irish cop in The Untouchables.
Sir Sean’s other films included The Hunt for Red October, Indiana Jones and the Last Crusade and The Rock.
Sir Sean Connery’s career in pictures
Jason Connery said his father “had many of his family who could be in the Bahamas around him” when he died overnight.
He said: “We are all working at understanding this huge event as it only happened so recently, even though my dad has been unwell for some time.
“A sad day for all who knew and loved my dad and a sad loss for all people around the world who enjoyed the wonderful gift he had as an actor.”
Sir Sean was largely regarded as being the best actor to have played 007 in the long-running franchise, often being named as such in polls.
He was knighted by the Queen at Holyrood Palace in 2000. In August, he celebrated his 90th birthday.
He was a long-time supporter of Scottish independence, saying in interviews in the run-up to the 2014 referendum that he might return from his Bahamas home to live in Scotland if it voted to break away from the rest of the UK.
Scotland’s First Minister Nicola Sturgeon said: “I was heartbroken to learn this morning of the passing of Sir Sean Connery. Our nation today mourns one of her best loved sons.”