Miss Phillips, 21, who was pregnant, appeared in the HBO series ‘Cat House’ which featured her working at the Moonlite Bunny Ranch brothel. She appeared on the show under the name Hayden Brooks.
She had been shot and was found in a house in Oklahoma City which had been set fire to. Three other people also died.
Bunny Ranch owner Dennis Hof said: “She was a sweet, nice girl, who tended to date the wrong guys. She had a lot of energy and was a lot of fun. Hundreds of girls here are just mourning. They are very upset. It’s devastating to the Bunny Ranch.”
Mr Hof said Miss Phillips left the legal brothel two months ago because she was pregnant.
The bodies of three women and one man were found by firefighters responding to the early morning fire at the one-story brick house on Oklahoma City’s south-west side.
“At this time, we have no suspects identified in the case,” said Oklahoma City Police Sgt. Jennifer Wardlow.
The reality series follows the lives of the women working in the legal brothel.
Mr Hof said he hired Miss Phillips two years ago after she said she was a big fan of the show and wanted to work at the ranch and be on television.