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Australian rock star Nick Cave has confirmed the death of his eldest son, 31-year-old model Jethro Lazenby.

“With much sadness, I can confirm that my son, Jethro, has passed away,” Cave wrote, in a statement provided to multiple media outlets.¬†

“We would be grateful for family privacy at this time.”

Jethro Lazenby, 31, the eldest son of musician Nick Cave, has died. (Getty)

No cause of death has been confirmed.

Lazenby’s mother is Melbourne-based model Beau Lazenby.

It is believed he did not meet his father until later in his childhood.

Nick Cave, Earl Cave and Arthur Cave
Nick Cave with sons Earl and Arthur. Arthur Cave died in 2014 after falling from a cliff aged 15. (AAP)

Lazenby was convicted of assaulting his then-partner in 2018, and in April this year was found guilty of assault on his mother.

His death comes seven years after the death of another of Cave’s sons, Arthur, who was aged 15.

Arthur suffered a fatal brain injury after falling from a cliff near Brighton in the UK.

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