A high-altitude mask covers the nose and mouth and is used to limit oxygen intake during exercise.
"The Norwegian Biathlon Federation is not aware of the circumstances surrounding the acquisition and use of the mask. In the coming days, the federation will try to gain further clarity on the actual situation related to this," it says in a press release.
The association is cooperating with Italian police. The cause of death is still unknown, but an autopsy will be performed in the coming days.
Bakken made a comeback in the World Cup this season after previously having two entire seasons ruined due to heart problems.
On Tuesday evening, over a hundred people gathered in Lillehammer church to remember the Norwegian biathlete.
On the way into the church, Emilie Nordskar, acting secretary general of the Norwegian Biathlon Association, commented on the death.
"It's an unbelievable message to receive. It's a dark day and the hardest working day I've had in my life," she tells VG.
Ann Cathrin Opsann Tomten is a local priest and was also the one who gave the family the death notice on Tuesday.
"They are having a hard time. I had to give them the news, and it was a shock," she tells VG.
