"It breaks our hearts to know that someone who is so precious was taken from us at such a young age. Nikki not only touched the lives of millions of people, but also her friends and family who will miss her immensely.
"We would like to request privacy at this difficult time, while Nikki's friends and family process the sad news.
"Full details will be released as and when we know them."
In her final years of life, Grahame did not post a lot on social media as she was battling anorexia.
However, she made an appearance on a fellow Big Brother contestant's social media in March.
Grahame was a contestant on Big Brother UK in 2006.
Last week her mother Sue spoke on a local TV morning show where she discussed her daughter's health.
"She was (suffering terminal loneliness) she felt very cut off and spending too much time on her own with not enough to think about other than food.
"It all came to a grinding halt. Also for Nikki, she would muddle herself through the year knowing she's got friends abroad and she would visit them."