He was discovered several hours after posting a tribute to Gradon on Instagram.
A family source told the United Kingdom publication, "We're absolutely gutted".
Armstrong was found dead at his home in the early hours of Tuesday morning.
Officials said there was no third party involvement suspected in the 25-year-old's death.
"She had suffered from depression and anxiety and there was talk of financial issues which obviously adds to the worry she was enduring".
Gradon, 32, a former Miss Great Britain, was found dead at her family home on 20 June.
He wrote: "just wish I could cuddle you all day miss you so much man Sophie not a minute goes by with out your gorgeous smile being a picture in my mind everyday we spent together was so incredible I need them days back I love you princess ". "The world we live in behind social media", she wrote.
"Just wish I could cuddle you all day".
Love Island 2018 contestant Georgia Steel took to Twitter to write: "Absolutely heartbroken to hear that Sophie Gradon's boyfriend, Aaron Armstrong took his own life a few weeks after Sophie".
"You really don't know the battles they go through every single day". And I truly hope you fly high together. "I love you so much Sophie I will keep fighting for you". I can't stop crying and I can feel your spirit in my soul.
If you or a loved one are in need of any help, please call the National Suicide Prevention Lifeline, 1-800-273-8255, available 24/7.