L'Wren Scott, a fashion designer and former model, was found hanging from a scarf on Monday, police said, adding they were treating her death as suicide.
Jagger, 70, said through a spokesperson he was "completely shocked and devastated".
The news of Scott's death stunned friends, clients and fellow designers. Hollywood star Nicole Kidman, a friend of 25 years, was "heartbroken and in shock right now and unable to say anything," her spokeswoman said.
The Rolling Stones had been due to kick off a six-concert Australia and New Zealand leg of their world tour on Wednesday in Perth in western Australia. But the group's Australian publicist on Tuesday said the concert would not be going ahead.
Frontier Touring declined to comment on whether Mick Jagger and other band members were planning to return to the United States or whether other Australian concerts would be affected.
"No further information is available at this time, ticket holders are asked to hold on to their tickets until a further update is available," Frontier Touring said in a statement on Tuesday.
Mick Jagger and bandmates Ronnie Wood, Keith Richards and Charlie Watts landed in Perth on Monday in their private jet, emblazoned with the famous tongue and lips logo. The aircraft remained on the tarmac.
Jagger's daughter, Georgia May Jagger, also cancelled a planned appearance at Australia's Melbourne Fashion Festival this week, according to local design house Camilla, for whom she was scheduled to model.
L'Wren Scott and Mick Jagger had been dating since 2001 and were often seen at celebrity events, with the 6-foot, 3-inch (191-cm) tall former model towering over her rock-star boyfriend.
Scott became one of New York's most famous designers over the last decade and was best known for her slim-fitting dresses.
"L'Wren was a total perfectionist, someone who absolutely embodied everything her marvellous clothes stood for: strength of character combined with a confident and powerful style," long-time Vogue magazine editor Anna Wintour wrote on Vogue.com.
L'Wren Scott's company, though, was making losses. Accounts filed with Britain's Companies House last October show that Scott's LS Fashion Ltd ran a loss of 4.3 million euros ($5.99 million) in 2012, up from 3.0 million euros the year before.
A publicist for Mick Jagger said a New York Post story about a split between the two was "100 percent untrue" and "a horrible and inaccurate piece of gossip during this very tragic time".
A single bouquet of yellow daffodils was placed in front of the glass-fronted, high-rise building where Scott lived. Police cordoned off its entrance as a swarm of media gathered across the street.
Musician and fashion friends of the couple took to Twitter to express their grief.
"Devastated to have lost my friend," tweeted rocker Bryan Adams, who has photographed Scott. "Rest in peace my dear I'm gonna miss you. Condolences to all that were close to her."
Jagger's first wife, Bianca, said she was "heartbroken to learn of the loss of the lovely and talented L'Wren Scott. My thoughts and prayers are with her family."
American fashion designer Marc Jacobs said: "You'll forever be missed."
Scott, born Luann Bambrough, was raised in Utah by adoptive parents. She started her career as a model in Paris before becoming a stylist and designer.
Her love of fashion began when she made her own clothes as a teenager, according to her website.
After moving to Los Angeles, she worked as a stylist and designed privately before creating her own collection. ($1 = 0.7180 Euros)