The politician, who chairs the all-party digital, culture, media and sport select committee, said a "proper independent review" was required into the duty of care policies carried out by shows which put "anonymous, private citizens" in the spotlight.
She added: "I can't see Steve taking his life without explaining it to me first".
ITV said staff at the broadcaster and the show's production team were "shocked and saddened" at the death and the episode will be reviewed.
She praised the show's team for their after-care efforts, telling the newspaper: "They were brilliant".
Steven appeared on the show alongside his fiancee Jane Callaghan and took a lie-detector test to determine if he had been unfaithful.More news: GAME OF THRONES' Creators' STAR WARS Film To Follow Skywalker Saga
According to Sky News, Callaghan claimed that Dymond had actually convinced her of his fidelity just before they went on the show. The Prime Minister's office said Dymond's death was "deeply concerning", and lawmaker Charles Walker said participants in the show were "not really guests, they're victims".
Hampshire Police said the death is not being treated as suspicious and a file was being prepared for the coroner.
McCall said the investigation into the episode is "under way and will continue".
ITV has launched a review into the episode they featured in.
And in February, Mr Dymond had been due to attend a hearing at Southampton Magistrates' Court for the non-payment of a fine of £4,329.
A court spokeswoman confirmed that after he failed to attend the hearing, a warrant was issued for his arrest.More news: Robert Kraft's lawyers seek permanent sealing of surveillance videos in prostitution case
Jeremy Kyle started his broadcasting career in radio, and is well remembered in the industry for his late-night phone-in shows, Late n Live and Jezza's Confessions, both networked across a number of commercial radio stations including BRMB and Century FM.
She told The Sun the pair split up after the show, reportedly filmed on May 2, and last saw him four days later before Mr Dymond was found dead last week.
ITV, Britain's biggest free-to-air commercial broadcaster, had said it has extensive support system for participants before, during and after the show, and said the programme had helped many people to resolve complex personal problems.
An Ofcom spokesman said: "This is clearly a very distressing case". It emerged that the talk show presented by Kyle, 53, has attracted 502 complaints since 2011. He was crying, the love was real.
A mainstay of ITV's daytime schedule since 2005, the programme was watched by more than 1 million people.More news: Canceled Interviews Led to Trump Jr. Subpoena
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