He was later reported missing by a family member.
"Our family is grateful to have Walter with us in the White House for six years, where we and visitors from around the world loved his delicious and creative meals".
A ex- White House chef has been found dead after going missing while hiking in the New Mexico mountains. Three days later, Taos police found Scheib’s vehicle at the Yerba Canyon trailhead.
The New York Times reported there were no details on the cause of death for the 61-year-old.
Outgoing White House chef Walter Scheib greets chefs from around the world at the Chesapeake Bay Maritime Museum in St. Michaels, Md., in 2004.
Mr. Scheib began working as a chef in the White House in 1994, after he received an appointment as executive chef at the Greenbrier, the classic resort in White Sulphur Springs, W.Va. During that period, Hillary Clinton was in the administration and she was in her second year as the first lady.
As the search progressed, state police said they were exhausting all resources, from the New Mexico National Guard to the USA Air Force. High mountain peaks, deep canyons and dense vegetation made the air search hard, while the rough terrain hampered efforts on the ground.
He was in charge of a full-time staff of five and oversaw a part-time staff of 20. Hillary set out to transform the White House cuisine more distinctly American, after generations of French culinary influence.
For his first state dinner, in honor of Emperor Akihito and Empress Michiko of Japan, he served an appetizer of quail with corn custard and a tomato-cumin sauce with a Southwestern accent.
The Clintons expressed their sadness in a statement on their official website, saying that they are saddened by the tragic passing of the talented chef.
Last month, Mr Scheib cooked dinner at a cancer charity's fundraiser at a Pennsylvania hotel.
"If there is a way to get the fat out without making the taste or texture suffer, we do it", Scheib said in an interview before serving a state banquet for Boris Yeltsin, the Russian president, in September 1994.
He told the city's Times Leader newspaper that preparing meals at the White House required a different outlook on food and cooking. "Our goal wasn't just to cook food at the White House, it was to give the First Family an island of normal in a very, very insane world".
Chambrin, a Frenchman, told the press that he had left his post under pressure from the Clintons, who denied the accusation.
Scheib later worked as a food consultant, author and speaker, creating his own corporation called The American Chef to market his private culinary business.
Scheib also wrote a book that glimpsed his White House experiences entitled "White House Chef: Eleven Years, Two Presidents, One Kitchen". He also appeared on the Food Network's "Iron Chef America" show in 2006.