A woman's body has been found in the Adelaide Park Lands, which surround the city's CBD.

The woman has been identified as a 38-year-old of no fixed address, and her death is not being treated as suspicious.

The body was discovered by a man walking his two dogs in the South Parklands, near Sir Lewis Cohen Avenue, just before 8:00am on Sunday.

Police doorknocked the area as they worked to identify the woman, and SES volunteers conducted a grid search in the park.

Detective Chief Inspector Charmaine Peters said there were very few clues found at the scene.

"Nothing very much around her other than a few personal items, but nothing with any identification on it," she said.

Police are continuing to investigate the circumstances surrounding the woman's death.

"Currently, there are a number of inquiries being undertaken with a number of refuge homes and sobering up centres," Detective Peters said.

She said it would be a sad start to the new year for the woman's family.

"It will be a priority for us to find out who she is, so we could let them know and afford her the dignity that she requires and needs," she said.

Police are asking anyone with information to contact Crime Stoppers on 1800 333 000.