Media reports said Atkinson, 48, whose former clubs included Aston Villa and Spain's Real Sociedad, was the dead man.
"The thoughts of everyone at Wednesday are with the friends and family of Dalian Atkinson this morning. RIP," one of Atkinson's former clubs Sheffield Wednesday said on Twitter.
Police said they could not comment further as the matter had been referred to the Independent Police Complaints Commission, the police watchdog which said its officers had begun an investigation and would release more details later on Monday.
Civil rights groups have spoken of their concern about the increasing use of stun guns and their potential risk. According to figures from the Home Office (interior ministry), police discharged Tasers 1,921 times last year.
Atkinson began his soccer career at Ipswich Town and scored a goal in Aston Villa's 3-1 win over Manchester United in the 1994 League Cup final.
"Terribly sad news about our former striker. Our thoughts are with Dalian's family and friends at this tragic time," Ipswich said on Twitter.
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