The 65-year-old celebrated filmmaker and artist passed away recently, according to E! News.
Steve and Jo were married for over 30 years and share a son named Lucian, who was born in 1990.
The couple most recently attended an event together in July.
Steve has not yet spoken out about her passing and a cause of death has not been made public.
Our thoughts are with Steve and Jo‘s friends and family during this difficult time.