A man's body has been found in the water off Sandringham beach in Melbourne's south-east.

Police are investigating the circumstances surrounding the death after the body was found at 7.30am on Thursday morning.

It's unclear exactly how he died.

The beach is generally not patrolled during the week, but lifesavers are there on weekends.

There have been 20 drownings in Victoria since December 1 last year.

More to come.