Lomu joined Cardiff in 2005 and went on to make 10 appearances for the club as he continued to battle a rare kidney disease.
"Jonah was a true icon and legend of our game. He was the first global rugby superstar who captured the imagination of fans across the world and inspired so many to take up our sport," read a statement on the Blues' website.
"Jonah arrived to play for Cardiff Blues in 2005. He went onto make 10 appearances, scoring one try, and thousands came to watch him in action. On the field he was a game changer, a destructive and supremely talented winger who has given us so many memories that all rugby fans will always cherish.
"Away from the action he was a kind, humble and caring family man who made many friends during his time with us. Jonah was loved by his many fans both in our region and around the world. Our heartfelt sympathies go out to Jonah's family and friends at this time."
The Welsh club added later on their official Twitter page: "We can confirm that a minute's applause will take place prior to kick-off tomorrow night. Please join us as we remember a legend #RIPJonah."
Lomu is widely credited for changing rugby union more than any other single player due to his performances during the 1995 World Cup, when the sport was on the brink of professionalism.
He ended his career with 37 tries in 63 Tests for the All Blacks and is regarded as one of the greatest wingers in the sport's history.