The man - in his forties - was discovered in the car park on Arcadia Road around 7pm last Tuesday.
He was taken to hospital with serious injuries.
No arrests have been made and officers have been out in the area carrying out inquiries to establish what has happened.
Detective Constable Simon Chafer of the Skegness Criminal Investigation Department (CID) said: “At this stage, it is unclear how the victim came upon his injuries and the circumstances leading up to it, but we are keeping an open mind and are keen to hear from anyone who may have witnessed the incident.
“We are also appealing for anyone who may have captured footage on dashcam along Drummond Road between 11:30pm on Sunday, November 7, and 12:30am on Monday, November 8, to contact us. Any information, no matter how small, can prove useful to our enquiries, so I would urge people to get in touch.”
In particular officers would like to hear from a male whom they believe may have offered assistance to the victim.
If you can help, call 101, quoting incident 348 of November 9.