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Police said Isaac Kappy, 42, fell from the Transwestern Road bridge over Interstate 40 near Bellmont, Arizona, before being hit by a car.
The actor was pronounced dead at the scene on Monday, Arizona Department of Public Safety spokesman Bart Graves said in a statement to People.
Mr Kappy, who also appeared in Breaking Bad, made headlines last year after being accused of assaulting Paris Jackson, the daughter of the late singer Michael Jackson.
It was alleged that he choked her during a game night party.
The police statement read: “On May 13, 2019 at 7:26 a.m, troopers were called to Interstate 40 eastbound at Transwestern Road (milepost 185) for a subject who forced himself off the Transwestern Rd. bridge onto Interstate 40.
“He was then struck by a passing car. The man has been identified as 42-year-old Issac Kappy of Albuquerque, NM.
“Mr. Kappy died on-scene.”
Prior to his death, Mr Kappy wrote a lengthy message, which he uploaded as an Instagram post.
He added the caption: “Beware the man that has nothing to lose, for he has nothing to protect.”
In the message, he said he had “betrayed” a number of people including Donald Trump and Jesus Christ.
The message said: “Over the course of the last week, through introspection that should have happened MANY years ago, I have come to some stark revelations about my character.
“It is a testament to my utter arrogance that these revelations had not come sooner.
“You see, I believed myself to be a good guy.
“I HAVE NOT been a good guy. In fact, I have been a pretty bad guy throughout my life. I have sold drugs. I have tax delinquencies. I have debts.
“I have abused my body with cigarettes, drugs and alcohol. I have been abusive to people WHO LOVED ME, including my FAMILY.”
The actor also apologised to his friends.