The MiB's wife died because she took the wrong medication in a bathtub and drowned. Her death was one of the reasons that the Man came to Westworld. He suspects her death was suicide.
While tied up and held captive by Teddy Flood, the Man tells him the story of why he came to the park. He reveals that his wife of 30 years had recently died and his daughter blamed him for her death. 
The MiB's wife apparently committed suicide because she was afraid of the darkness within him. Prior to that they seemed to have a good relationship, having been married for 30 years.
- It is likely that the MiB's wife is the same woman as Juliet, his fiancée from his early adulthood and sister of Logan.