The Million Pound Drop host, 44, shared her tragic news on Twitter, saying her loss "hurts so much".
Davina tweeted: "My beautiful brave sister Caroline lost her fight against cancer today. My heart hurts so much."
Davina was exceptionally close to 50-year-old Caroline, who is the daughter from their mum Florence's first marriage.
Caroline had even moved in with the former Big Brother host, her husband Matthew and their three children.
Davina later uploaded a picture of Caroline smiling in her hospital bed, adding: "My amazing sister".
The star has since been swamped with messages of condolence from her 1.3 million Twitter followers.
Myleene Klass tweeted: "I'm so sorry for your loss. The love sisters have is so special. X."
Emma Bunton added: "I am so sorry to hear this, thinking of you and your family at such a sad time. Sending you lots of hugs."
Share a message of support for Davina in our comments box below.
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