Solo Krummah was arrested with 14 others on May 9 during rallies calling for electoral reform, and died on Saturday after an operation at the Edward Francis's Small Teaching Hospital in the capital Banjul, the UDP said.
His family had not authorized any operation and there were no details on what the treatment involved or how he died, the party added in a statement.
There was no immediate comment from the government or hospital authorities.
The U.S. State Department said the United States was "deeply concerned" by Krummah's death and was "troubled" by reports of government mistreatment of detained opposition figures, including allegations of torture.
State Department spokesman Mark Toner called for an "independent investigation of all credible allegations of torture and abuse" and urged Gambia to release all political prisoners and halt its crackdown on opposition politicians.
Activists and opposition members have been staging sporadic protests, demanding reforms before December elections - a rare display of defiance against President Yahya Jammeh.
Nearly 50 protesters were arrested in April and May, including UDP party leader Ousainu Darboe and at least 18 other senior members. Eleven opposition supporters were convicted in July, with sentences ranging from fines to three years in prison.
Krummah, the UDP's deputy chairman of the Sandu Constituency in eastern Gambia, was detained in Mile 2 prison in Banjul and admitted to hospital on August 8 under armed guard, the UDP said in its statement.
"The lawyers have been consulted and will act accordingly to get to the cause of the death of Solo and for the body to be given to the party and family for a fitting burial," the UPD added.
The party's national organizing secretary, Solo Sandeng, died in custody in April after being arrested in a similar protest.
The UDP says Sandeng was tortured to death - a charge dismissed by the government.
Foreign powers and rights groups have regularly accused Jammeh of stamping out dissent. He has ruled the West African nation of 2 million people since taking power in a coup in 1994.