According to an official, Mr Vanga was rushed to a Delhi hospital after he suffered a heart attack, but succumbed later.
He was 63 and is survived by his wife and five children.
Mr Vanga, a lawyer by profession, was elected thrice to Lok Sabha from Palghar constituency, including when it was earlier a part of Thane, around 90 km north of Mumbai.
Chief Minister Devendra Fadnavis expressed his condolences to the Vanga family.
Condolences have also poured in from Union Ministers Rajnath Singh, Smriti Irani, Ramdas Athawale and others on Mr Vanga's sudden demise.
BJP president Amit Shah said he was pained to learn about the untimely death of Mr Vanga.
"He devoted his entire life for the welfare of tribals and deprived. His passing away is an irreparable loss to the BJP," Mr Shah said in a condolence tweet.