Jimenez, who was battling various health problems and had just one lung, became a national hero as Mexico's first woman to win an Olympic gold medal.
The athlete surprised many by retiring from the sport shortly after the Athens games in 2004. In 2002, she was accused of doping, but was later exonerated.
Jimenez won her gold medal in Sydney in the women's 58 kg weightlifting category after lifting a total of 225.5 kilograms.
The athlete told a Mexican magazine in 2010 that she had a weakened immune system after contracting the flu several times and also had problems with her left knee, which had been operated on 14 times.