Skolimowska died on Wednesday during a training session in Faro, Portugal despite attempts to revive her, radio reports said.
"Kamila arrived in a weightlifting room and was taken ill and lost consciousness," her colleague, Szymon Ziolkowski, told the Polish press agency PAP.
The athlete won the Olympic gold medal at the Sydney 2000 Olympics at the age of 17. Sydney was the first time that the women's hammer throw had been held at the Olympics.
Skolimowska was born in Warsaw in November 1982. She also won silver and bronze European Championship medals in 2002 and 2006, respectively.