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 remained 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 United said they were shocked and extremely saddened by the death of a popular player who spent seven years at Bramall Lane, with other English clubs sending their condolences.
Baldock made four appearances for Panathinaikos, including a 0-0 draw with local rivals Olympiakos at the weekend, but had not been selected for Greece's Nations League squad for a game against England at Wembley on Thursday.
England and Manchester United defender Harry Maguire, a former Sheffield United player, posted a photograph of Baldock on Instagram with a broken heart emoji and RIP.
"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."