Officers from the East Midlands Special Operations Unit and Lincolnshire Police are working together in the area.
Chief Inspector Jim Tyner from Skegness Police said “At the moment we are treating this death as unexplained and are in the very early stages of our investigation.
“Local residents may experience some disruption this morning while a forensic examination takes place.
“Officers will be on patrol in the area. Please speak with my officers if you have any concerns or if you have any information which may help our enquiries.”
Further updates as they are released.
Anyone with information should call police non-emergency number 101 with incident number 101 of July 21.