Cohen-Ahnine was involved in a custody battle with the father of her 11-year-old daughter Aya, a Saudi prince – Sattam al-Saud since 2008 when he kidnapped Aya.
After years of courtroom struggles, the court ruled that Candice had a right to visit her daughter, and Candice was set to leave for Riyadh to visit Aya next month.
In January she won her first legal battle when a Paris court declared that Aya must be returned to her mother's custody.
Investigators reportedly had been leaning towards an accident as cause of death, but reports in the French media suggested Ms Cohen-Ahnine had slipped and fallen to her death "as if she was escaping something dangerous." Britain's Daily Telegraph reported.
Police refused to confirm the reports.
Cohen-Ahnine's lawyer, Laurence Tarquiny-Charpentier, said the death "seemed to be some sort of accident," and did not know whether foul play was involved.
She said witnesses had been at the scene of the crime, and more information about the circumstances of the death is expected Monday.
"What I can tell you is that it wasn't a suicide," Tarquiny-Charpentier said.
"She was a woman who was a real fighter and a very positive person, and plus, there were plans to see Aya in mid-September. That was her greatest motivation of all."
Cohen-Ahnine recently wrote a book describing her fight to "get back" her 11-year-old daughter, Aya
She alleged that when she agreed to visit Prince Sattam with her daughter in 2008, she was immediately locked up in a Riyadh palace, and accused by authorities of being a Muslim who converted to Judaism, a crime punishable by death in Saudi Arabia.
When a maid left her door open she was able to escape to the French embassy, and return alone to France.
In January, a Paris criminal court ordered Prince Sattam al-Saud to hand over custody of his daughter to her mother and provide child support of 10,000 euros a month.
But the prince reportedly dismissed the ruling, and said: "If need be, I'll go like (Osama) bin Laden and hide in the mountains with Aya."
Nonetheless Cohen-Ahnine's lawyer said delicate negotiations with the prince had led to improved ties, and a planned visit with Aya was due next month.
Simply obtaining the visit was, "already a positive first step, because getting to open the doors to the prince's palace was very complex, and required the work of a huge team of people," her lawyer said.
"We were so close to her goal. And we spoke on the telephone the day before she died. We were supposed to meet tomorrow to get things ready," said Tarquiney-Charpentier.
"It's so painful, and at the same time, there is this feeling of failure."
Cohen-Ahnine and the prince met in London and their daughter was born in November 2001. Their relationship continued until 2006 when he allegedly announced he was obliged to marry a cousin, but that she could be a second wife. She refused and they separated.
The prince denied ever having kidnapped the child or the mother.
Reacting to the death, Jean-Claude Elfassi, co-author of Cohen-Ahnine's book wrote in his blog on August 17: "I can only show my disgust at the slowness of the investigating judge in charge of her case, who after three years of investigating never delivered an arrest warrant for Prince Sattam al-Saud," wrote Elfassi.
He added: "Fate has been cruel to her (Cohen-Ahnine). When they parted she promised her daughter" 'We will meet again, I'll come get you, I'll never leave you.'"
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