Nate Burrell, a star from the A&E docuseries "60 Days In," has died, his sister told TMZ. He was 33 years old.

His sister, Chelsey Walker, reportedly told TMZ that he shot himself while out in public on Saturday night in Allegan, Mich.

Earlier that day, he posted a dark message on Facebook reading, “I’m just tired, I’ve been through so much in my life, the pain of my situation now hurts more than I ever imagined. I can’t keep going on.”

Burrell was married and had a child on the way but alluded to problems in his relationship. 

'AMERICAN IDOL' CONTESTANT NIKKI MCKIBBIN DEAD AT 42

“I can only imagine how bad this would all turn out, all of the legal crap that would ensue after this with custody and everything else. You win! You have promised for weeks, you will ruin my life and I had no idea who I was messing with. You are right, I didn’t know who I was messing with," he wrote.

"60 Days In" follows innocent people who volunteer to be imprisoned for 60 days. Cameras capture "what life is like behind bars, through the eyes of people who have never been charged with a crime or done time."

Burrell was a veteran. He served as a Marine from 2006 to 2010 and completed two tours in Iraq. Before his death, Burrell was a Fish and Wildlife Officer in Michigan.

CLICK HERE TO GET THE FOX NEWS APP

Nate's sister told TMZ, "Nathan loved his country, loved his family and was a very caring guy. He was just in a bad place. He was very proud of being on '60 Days In,' and he really cherished his time on that show."

If you or someone you know is having thoughts of suicide, please contact the National Suicide Prevention Lifeline at 1-800-273-TALK (8255).