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, Reuters reported citing police sources.
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 recorded as 10 p.m. local time (7 p.m. GMT).
“We can confirm that George has sadly passed away,” a reported family statement read. “As a family we are in shock at this terrible loss.”
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.
Sheffield United said in a statement: “The defender left the club in the summer after seven years at Bramall Lane and was extremely popular with supporters, staff and teammates who pulled on a red and white shirt alongside him.
“The sincere condolences of everyone associated with Sheffield United are extended to George’s family and friends.”
He also played for lower league sides MK Dons and Oxford United.
Baldock made four appearances for Panathinaikos, including a 0-0 draw with local rivals Olympiakos last weekend, but had not been selected for Greece’s Nations League squad for a game against England at Wembley on Thursday.
“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.”
England and Manchester United defender Harry Maguire, a former Sheffield United player, posted a photograph of Baldock on Instagram with a broken heart emoji. Other former teammates, including goalkepeer Dean Henderson, have also paid tribute to Baldock.
UEFA president Aleksander Čeferin also sent his condolences.