A woman was found dead today next to the Round Pond in Kensington Gardens, central London.
Scotland Yard said the body of the woman was found shortly before 7.25am and are treating her death as "unexplained".
Reports speculated that the woman froze to death after falling in the pond then pulling herself out.
A Metropolitan Police spokesman said: "We would have to keep an open mind at this time."
Officers believe they know the identity of the woman, in her late 20s, but are waiting for next of kin to be informed and a formal identification of her body to be made.
The gardens are close to the former home of Diana, Princess of Wales. She lived at Kensington Palace from the time of her wedding in 1981 until her death on 31 August 1997, after which more than a million bouquets were left outside the palace's gates.
A spokeswoman for Kensington Gardens said the park had reopened this afternoon after being closed earlier today, although the pond remains cordoned off.
The woman's death is being investigated by Westminster CID. Anyone who can help is asked to call detectives on 0300 123 1212 or Crimestoppers on 0800 555111.