The body of British-born Panathinaikos and Greece defender George Baldock was found on Wednesday in a swimming pool at his home in the southern Athens suburb of Glyfada, police sources said.
The cause of death remains unknown.
Police tried cardiopulmonary resuscitation on the 31-year-old former Premier League player but could not revive him, a police official said.
The time of death was put at 10pm (1900 GMT).
Baldock, who was of Greek ancestry and was capped 12 times for the country, joined Panathinaikos in May from Sheffield United after the English side were relegated from the top flight.
He also played for lower league sides MK Dons and Oxford United.
Sheffield
"With deep sadness and pain, the national team and the Hellenic Football Federation say goodbye to George Baldock," the Greek team said on Facebook.
"There are no words to describe the human pain caused by the news of the untimely loss of one of our young people. The moment calls for silence. Condolences to his family. Condolences from his second family. Goodbye."
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