The man, in his 50s, was found around 8.30am close to the Commonwealth Pool.
Police said the incident was being treated as “unexplained” and could not yet say if his death was caused by an accident or not.
The man will not be named until his next of kin have been informed.
A spokesman for Lothian and Borders Police said: “Police are investigating following the discovery of a man’s body in Holyrood Park around 8.30am.
“Enquiries are at an early stage and the death of the man, who is believed to be in his 50s, is currently being treated as unexplained.
“His identity will not be released until next of kin have been informed.”