In the letter, Wei said he was suffering from serious insomnia and depression due to working pressure.
"The recent external environment put me under mounting pressure. The serious insomnia and depression made me unable to face life and I had no confidence to get rid of it in the future. I decided to free everyone and free myself," said the letter.
Wei said it was a cowardly act but pleaded for understanding by those who loved him and hoped mental diseases would be taken seriously.
In January, Sinolink Securities secured regulatory approval to sell public shares via a back-door listing.