Salt Lake County Unified Police told KTVB ... Peterson called cops to tell them where he was before he shot himself. His body was discovered late Monday night.
Peterson was arrested last week in Idaho for speeding and DUI.
Jeret was a 3-time Olympian -- competing in 2002, 2006 and 2010 in Vancouver.
He was 29-years old.
Jeret was famous for his sick signature move called "the Hurricane" -- 3 somersaults and 5 twists.