McHenry was reportedly found on a sidewalk at 5 a.m. in the Bronx neighborhood of New York. She was taken to Bronx-Lebanon Hospital where she reportedly died. At the time of her death, McHenry was reportedly 20 weeks pregnant.
When she was found, she was wearing a pajama top and underwear but no pants, according to the Daily Mail. Police said she died of an overdose, and the Daily News reports that a small plastic bag of cocaine was found on her.
Her reported death comes after she celebrated her birthday during a night out with friends. In videos on her Instagram Story, she was at The Frederick Hotel, the Soho Grand Hotel and the Dream Hotel. She shared a video of herself sitting at an outside venue beside a male friend, who said, "it's her birthday" as she blew a kiss to the camera in front of the New York skyline.
She also appeared in a photo shared by her sister, Maya McHenry, who wished her a happy birthday on Instagram.
EJNYC aired on E! for one season in 2016 and starred Magic Johnson's son, EJ Johnson, who celebrated McHenry's birthday with a loving social media post last week.
"Happy birthday to my best friend who has strutted with my in princess gowns since day 1 @lyric_leigh words cannot express how much I love and appreciate you in my life. Your constant love, respect and companionship gives me the confidence to live my truth every single day and I am so blessed that even as baby divas we recognized the greatness in each other. I love you ❤️ #leoseason #teamthis," he wrote.
In June, McHenry called Johnson her "twin spirit for life" on his birthday.
"Happy birthday to my twin spirit for life 🦋 coordinated since toddlers🙌🏾Im so proud of who you are and what you will continue to be! I love you @ejjohnson_!" she wrote on Instagram.
"This is so devastating. She just was such an amazing person. She's one of my best friends from college. She was special, and she made others feel special," Maya Humes, who attended Stanford with McHenry, told the Daily News.
"She's such an incredible human being. She was so smart and one of the most caring friends you can imagine. She was just always the person to pick up the phone and check in. She never hesitated to Facetime you and always, always wanted to put other people first, asking them questions about themselves, learning about them, making people feel loved," Humes, 26, said through tears.
Police confirmed to PEOPLE that a 26-year-old female was found unconscious and unresponsive in the Bronx Tuesday morning. The NYPD would not confirm her identity as it is pending proper family notification. The spokesperson said the woman was transported to the Bronx-Lebanon Hospital, where she was pronounced deceased. The medical examiner will determine the cause of death and the investigation remains ongoing. No obvious signs of trauma were observed.