AFL club Sydney have vowed to support co-captain Jarrad McVeigh however they can, as he and his wife cope with the death of their baby daughter.

Daughter Luella, who was born on July 25 with serious heart complications, died in hospital on Wednesday, with McVeigh and his wife Clementine by her side.

"We are all so very sad for Jarrad and Clementine and their families," Swans coach John Longmire said in a statement.

"Our hearts go out to them in deepest sympathy.

"We will be doing everything we can to support them through this terribly difficult time."

McVeigh will not play against Geelong at Skilled Stadium on Saturday.

The team will wear black armbands.

Swans chief executive Andrew Ireland said sorrow ran through the entire club.

"Words can't express how deeply saddened and sorry we are at the passing of Luella," Ireland said.

McVeigh was among the Swans' best players in Sunday's important win over St Kilda, a performance Longmire described as "incredible" given his family circumstances.

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