Keith took his last breath on Friday and Hugh confirmed the news on Twitter, sharing a photo of the pair.
"This morning, my dear brother and best friend passed away. I love you, Keith. Rest in peace," he tweeted.
Keith had been ill for some time. His passing comes a day before Hugh's 90th birthday.
Keith was a longtime executive at Playboy, handling the training of Playboy models (bunnies) as well as model recruiting.
He also made appearances on TV shows such as "Get Smart," as well as a few movies.
On Thursday, Caya tweeted a picture of her, Keith and Hugh.
"Love this pic of us. A brother in law & a husband that I genuinely love and care very much! #grateful #tbt at the Playboy Mansion," she captioned the photo.
