Two men attending a Melbourne buck's party where a woman was found dead have told Fairfax Media they were "stitched up".

Police were called after the body was found on the 10th floor of the Oaks on Market building, between Collins Street and Flinders Lane in the CBD, about 8am.

The apartment was being rented out by 11 men, in town from Canberra for a buck's party.

It's believed the woman returned to the hotel room with the men on Saturday night.