An Australian man has died after falling overboard from a Royal Caribbean cruise ship headed for the US Virgin Islands.

The man fell from the Symphony of the Seas passenger ship on Wednesday during a seven-day cruise from Miami to St Thomas.

In a statement, the cruise company confirmed the death and said it had launched a full-scale search.

"We are deeply saddened by the tragic incident that occurred on the Symphony of the Seas en route to St. Thomas," the company said.

"Our hearts go out to the family and loved ones for their loss, and our care team is providing support and assistance during this difficult time."

"Upon the initial report that an Australian adult male had gone overboard, our ship immediately turned, launched a rescue boat, and conducted a full-scale search."

The company was working closely with authorities and would continue to assist in their investigation, the statement said.

The Miami Herald reported rescue crews managed to retrieve the man's body.

It reported the US Coast Guard would not be investigating the death because the ship was registered in the Bahamas, the victim was not a US citizen and the incident occurred in international waters.

A spokesperson for the Department of Foreign Affairs said it was "ready to provide assistance … should it be requested".

"Owing to our privacy obligations we will not provide further comment."