The guards, who were dressed in blue, accompanied the band to the hotel and they arrived within minutes.Cornell went to his room and shortly afterwards his wife raised the alarm. Security forced his hotel room door open after she became concerned about his safety.
Cornell was found dead shortly after midnight, an hour after the final number in front of a capacity 5,200 fans. There were also additional fans allowed into standing room only areas. The police investigation will focus on what happened in the hour after the show ended and who he spoke with.
An initial autopsy showed he hung himself and was found on the bathroom floor with a 'band' around his neck.
Chris added these words into the song Slaves And Bulldozers during his final song:
In my time of dying, I want nobody to mourn. All I want for you to do is take my body home. Well, well, well, so I can die easy.
His wife Vicky says he showed no signs he was feeling suicidal or even depressed when she spoke to him, during soundcheck and after his final show on Wednesday night, sources told TMZ.
But she became concerned after failing to reach him at the hotel and alerted a friend.
He asked the theater's security staff, who were outside his room, to force the door to his room and they discovered his body fully clothed on the floor about 12.05am.
His fellow band members have helped police by agreeing to be interviewed, but are 'reeling' at their friend's suicide.
Police spokesman Michael Woody told DailyMail.com: 'We are doing everything to look into this death.
There is absolutely no motive at this stage for this suicide. But we hope to be able to bring closure for his family and his fans as soon as possible.
He said Cornell had left no suicide note, but would not comment on questions of whether any drugs are found next to Cornell's body or in his room.
Hours before his death, Cornell posted a link to his band's performance of By Crooked Steps, with the lyrics 'I'm the shape of the hole inside your heart.'
The song which also features the lyrics, 'not looking for a brighter side... I don't care if you want to cry' was unusually dark for Soundgarden with drummer Matt Cameron once remarking on how it was such a 'serious' song.
Lyrics also include 'I'm a ghost and a healer' and 'When blood is raining down, it cuts a deep deep river, ' it continues.
He also chose a dark song about to end his gig with on Wednesday.
Devastated fans have shared the band's setlist online, writing that the final song of the night was their song, Slaves And Bulldozers.
Cornell's representative, Brian Bumbery, called Chris's passing 'sudden and unexpected' and said his wife and family were shocked by it.
The statement said the family would be working closely with the medical examiner to determine the cause and asked for privacy.
Chris, who famously sang the song, You Know My Name, for James Bond movie Casino Royale, was married to Vicky Karayiannis for 13 years, and they are parents to Toni, 12 and Christopher, 11.
The Grammy award-winning, Golden Globe nominated singer also started the Chris and Vicky Cornell Foundation to support children facing poverty and abuse.