Penn said he and his brother Chris were "very close"

"He had certainly been a fantastically self-abusing guy over periods of his life, but that wasn't the case in the end," he told CNN's Larry King.

He said his sibling died "a natural death that was brought on by some hard living, but particularly weight".

The official cause of actor's death was an enlarged heart.

At the time of his death Penn's heart weighed 700 grams, a few hundred grams heavier than the average heart. Traces of Valium, morphine, marijuana and codeine were found in his system.

Chris Penn was best known for his role in Reservoir Dogs

Penn said he and his brother - an actor best known for his role in Reservoir Dogs - had been "very close".

"It's a piece of you," he said. "But that's life and people go through that."

Sean Penn has been at the Toronto Film Festival this week promoting his latest drama All the King's Men.

The actor has attracted criticism in the Canadian city after being photographed smoking a cigarette at two press conferences held at the Sutton Place Hotel.

Ontario bans smoking in all enclosed public places, and the hotel may incur $605 (�286) in fines for flouting the rules.