The Unified Police Department in Salt Lake County, Utah confirms they are investigating the death of U.S. aerial freestyle skier Jeret "Speedy" Peterson. Officials say the Olympian took his own life Monday night.

Peterson was found dead at about 9:30 p.m. Monday from a self-inflicted gun shot wound. It happened in a mountainous area of Utah called Lambs Canyon.

Salt Lake County Unified Police tell KTVB Peterson called police to tell them where he was prior to taking his life.

Peterson was arrested Friday in Hailey for speeding and driving while intoxicated. Earlier today, Peterson's attorney filed paperwork on his behalf pleading not guilty to both crimes. His attorney was unavailable for comment.

Peterson won a silver medal at the 2010 Vancouver Olympics.