A post-mortem is to be carried out this evening.
She was found clothed and with no identification and police don't believe the circumstances of her death are suspicious.
They are hoping to release further details about the woman tomorrow that might help identify her.
Her body was found near the wooden piles on the beach by a man walking his dog.
The man contacted emergency services after discovering the body above the tideline just after 6am, Southern police district deployment co-ordinator Senior Sergeant Matt Scoles said.
"The woman was deceased and we cordoned off a reasonably large area of the beach.''
An area on the Esplanade where a towel was found on a bench was also cordoned off.
There had been no reports of a missing person fitting her description, he said.
