SALT LAKE COUNTY -- The Unified Police Department in Salt Lake County, Utah confirms they are investigating the death of U.S. aerial freestyle skier Jeret Speedy Peterson. Officials say the Olympian took his own life Monday night.

Peterson was found dead at about 9:30 p.m. Monday from a self-inflicted gunshot wound. It happened in a mountainous area of Utah calledLambs Canyon.

Salt Lake County Unified Police tell KTVB Peterson called police to tell them where he was prior to taking his life.

Peterson was arrested Friday in Hailey for speeding and driving while intoxicated. Earlier today, Peterson's attorney filed paperwork on his behalf pleading not guilty to both crimes. His attorney was unavailable for comment.

The family is grateful for the incredible support Jeret received during his amazing journey, family spokespersonShannonDecker said in a prepared statementTuesday night. Friends and family request privacy at this time.

Boise Mayor Dave Bieter also spoke about Peterson's death.

This is a sad day for Boise and for all of us who admired Speedy Peterson's accomplishments, both on the slopes and in his life, he said. The hundreds of kids who came to City Hall to shake Speedy's hand after he medaled in Vancouver last year are a living testament to his power to inspire and motivate. It is truly tragic that, in the end, there was one hill he wasn't able to conquer. My thoughts and prayers go out to his family and friends.

Carma Burnett knew Peterson when he was just getting going -- a kid at Bogus Basin, involved with what was then called the Bogus Basin Ski Racing Alliance.

Not only was he athletically gifted, he was charismatically gifted, she said. I can't think of another Olympian that probably gave the U.S. such a warm and fuzzy feeling. He was all that. He is a treasure, and he made all of us proud. He made Idaho proud. He made the U.S. proud.

Peterson rose to fame - both locally and around the world during his appearances in three Winter Olympic Games - winning a silver medal at the 2010 Vancouver Olympics. Learn more about Peterson's life.

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