The Briton, best known for playing John Steed in the 1960s television series, died at home with his family at his bedside, his son Rupert said.
Macnee also played roles in theatre, appearing on Broadway, and served in the Royal Navy during World War Two.
A statement on the actor's website read: “Wherever he went, he left behind a trove of memories.”
“Patrick Macnee was a popular figure in the television industry”, the statement said. “He was at home wherever in the world he found himself. He had a knack for making friends, and keeping them.”
He died peacefully at his home in California's Rancho Mirage on Thursday, Rupert said.