Through her writing and artwork, Stojka raised international awareness of the plight of Roma people under the Nazis.
Hundreds of thousands of Roma were rounded up and killed during World War II.
Then just a young girl, Stojka was interned in multiple concentration camps and only five members of her extended family of over 200 survived.
"I have survived on paper and pieces of leather when I was hungry," she later told one interviewer.
"I remember Auschwitz every waking moment of my life."
The Budapest-based European Roma Cultural Foundation described Stojka as an "outstanding Austrian Romani woman... and a key figure for the history, art and literature of Romani culture in Europe", reported Reuters news agency.
Ceija Stojka - pronounced "Chaya Stoyka" - was a Roma from the Lovari tribe, born in Austria in 1933 - the year Adolf Hitler came to power in Germany.
Her family lived as horse-traders, travelling through Austria before World War II, when they were deported to Nazi concentration camps, along with other Roma, Jews, Poles, homosexuals and political opponents of the Nazis.
Her father and brother were killed in Auschwitz, while she survived with her mother and four remaining siblings.
Only 12 when she was liberated from Bergen-Belsen, she bore the identification number from the concentration camp, tattooed on her arm in blue ink, for the rest of her life.
She returned to Austria with a brother and sister, and lived for many years selling carpets, before taking up painting at the age of 56 - reportedly often using her fingers or toothpicks as her painting implements.
Most of her work depicts the death camps, but there are also idyllic pictures of family life, in their painted wagon before the Holocaust, says the BBC's Central Europe correspondent Nick Thorpe.
Her 1988 autobiography, We Live in Seclusion, and a film made about her, drew international attention to the plight of the Roma in the past and present, our correspondent adds.
She will feature heavily in a film documentary, Forget Us Not, set for release later this year, which follows the stories of some of the five million non-Jewish victims of the Holocaust.
"I reached for the pen because I had to open myself, to scream," the activist said at an exhibition in Vienna's Jewish Museum in 2004.
Europe's Roma population of up to 12 million still faces widespread discrimination today, rights groups say.
Ceija Stojka, a Roma (Gypsy) Holocaust survivor, writer and self-taught artist, has died aged 79.