Wheldon's car burst into flames when it flew over another car and hit a wall on 13th lap of the Las Vegas 300. Drivers were informed of Wheldon's death two hours after the 15-car wreck. Wheldon, who was 33, won the Indy 500 this year and 2005.
Earlier in the day, Wheldon tweeted excitedly: "Big day today. $5,000,000 at stake! Heading to the track."
He is survived by his wife Susie and their sons Sebastian, 2 and Oliver, 7 months.