Zimbabwe-born de Grandhomme was travelling to Harare to be with his family and will be replaced in the squad by Doug Bracewell.
"This is obviously extremely sad news for Colin and his family and we're all thinking of them at the moment," selector Gavin Larsen said.
"Right now the most important thing is that Colin is with his family."
New Zealand Cricket said it did not know when de Grandhomme would return.
The 31-year-old moved to New Zealand in 2006, making his ODI debut in 2012 and breaking into the Test team last year.
His late father Laurence, who had played first-class cricket in Zimbabwe, died at the age of 61.
New Zealand has three ODI and three T20 matches coming up against the West Indies starting next Wednesday, with more limited-overs matches to follow against Pakistan.
First Published: December 14, 2017, 12:04 PM IST