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One of Prince's six siblings who inherited the music legend's fortune died in his sleep ... TMZ has learned.

Alfred Jackson, Prince's older half-brother, passed Thursday morning at his home in Kansas City, Missouri. Alfred was found by his brother, Bruce Jackson -- who's not related to Prince. Bruce tells us he went to check on Alfred around 10:30 AM and found him unresponsive.

Law enforcement tells us no foul play is suspected, and police believe he died of natural causes.

Prince's half-bro was one of the iconic musician's first family members to speak out in 2016 following his death. Alfred, who had the same mother as Prince, said he hadn't spoken to his brother in years but followed his career and was proud of him.

He said at the time, "I miss my brother because my brother was everything in the world to me ... He's a legend, he really is."

Sources connected to the family tell us Alfred, an Air Force veteran, was able to purchase a new home after receiving his inheritance. Prior to that, he'd been living in VA housing for decades.

Alfred was 66.