Afobe revealed that his daughter Amora suffered a serious complication from an illness.
The statement is as follows: "[Amora] suffered a number of serious complications and despite doctors doing absolutely everything that they possibly could, she passed away peacefully with the love of her family by her side.
"The entire family have been left totally devastated and heartbroken."
She was Afobe's first child, and had been on the pitch with him to celebrate the end of the 2017-2018 season.
Many peopled involved in the sport already offered their condolences to Afobe and his family.
Wolves wrote on Twitter: "Our hearts break for Benik Afobe and his family following the tragic news of his daughter's passing this weekend.
"The Wolves family are with you, Benik."