Joanne Latham, 38, was found hanging by a prison officer at HMP Woodhill in Milton Keynes in the early hours of Friday.
A Prison Service report seen by the BBC said the prisoner, who was serving life for three attempted murders, had barricaded the door of her cell.
It is the second recent death of a transgender woman in a men's prison.
Last month inmate Vikki Thompson, 21, was found dead at HMP Leeds. She had said she would kill herself if she was sent to a male prison.
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The Prison Service report said as well as the cell door at HMP Woodhill being barricaded, the "observation panel" had been obscured.
"After receiving no response from her, staff requested permission to enter the cell," it said.
The report said the cell occupied by the "transgender prisoner" was checked at 04:02 GMT on Friday.
Paramedics were called and arrived at about 05:40. Attempts to resuscitate her were halted at 06:00.
A doctor pronounced the inmate dead at at 06:20.
Latham was sentenced to life imprisonment in 2001 for an attempted murder.
She was later handed further life sentences for the attempted murders of a prisoner at HMP Frankland, in Durham, in 2007 and of a fellow patient at Rampton secure hospital, in Nottinghamshire, in 2011.
The BBC understands she was in the early stages of changing her gender.
A Prison Service spokesman said: "HMP Woodhill prisoner Joanne Latham was found unresponsive on the morning of Friday.
"As with all deaths in custody, there will be an investigation by the independent Prisons and Probation Ombudsman."
A Thames Valley Police spokesman confirmed the force was aware of the death of an inmate at Woodhill prison.
A spokesman for the coroner's service said a post-mortem examination had yet to be carried out.
Following the death of Ms Thompson, the government announced it was re-examining its policy on transgender prisoners.
Her death prompted the prisons minister Andrew Selous to respond to an urgent question in the House of Commons.
He told a debate the government was "reviewing prison service instruction".
HMP Woodhill, a Category A prison, opened in 1992 and can hold 819 inmates, according to the Ministry of Justice website.
A transgender prisoner has been discovered dead in her cell at an all-male prison, the BBC has learned.