Police are puzzled about the identity of a young woman in a black swimsuit whose body was pulled from shallow water at a Melbourne beach earlier this week.

The woman, believed to be aged between her early 20s to mid-30s, was found by a jogger in front of the Black Rock Life Saving Club at 7am on Tuesday.

The woman's shirt and bathers. Credit:Victoria Police

Her death is not believed to be suspicious.

Police believe the woman may have entered the water near the Sandringham Life Saving Club, possibly on Monday.