Last Friday, Gagnée was found unconscious in his cell at the Macaza Institution, a medium-security facility located in the Laurentians.
He was taken to a nearby hospital in Rivière Rouge.
He died on Tuesday at the age of 28.
Gagné was convicted in 2007 and sentenced to life in prison for the death of 17-year-old Brigitte Serre.
Serre was stabbed to death in January 2006, while she worked alone during an overnight shift at a gas station in Montreal's St-Léonard neighbourhood.