The death of the 15-year-old son of Australian rock icon Nick Cave is being investigated in southern England.

Arthur Cave was found at the base of a cliff near Brighton and later died in hospital, police and the family said on Wednesday.

"Our son Arthur died on Tuesday evening. He was our beautiful, happy loving boy," Cave and his wife, model Susie Bick said in a statement issued by Sussex Police.

"We ask that we be given the privacy our family needs to grieve at this difficult time."

Reporter Ben Leo from The Argus newspaper in Brighton said Cave, Ms Bick and their other son, Arthur's twin, Earl briefly visited the cliff.

"We were just speaking to friends and teachers and so on who were leaving flowers and then a black Mini pulled up and Nick stayed in the car initially. Nick's wife Susie and Arthur's brother Earl got out of the car with flowers and a note and walked over to the spot where he fell," he said.

"Nick briefly got out to hurry Sue and Earl up I think. It was all pretty brief. They looked devastated as you can probably understand."

Police said Arthur Cave was found with life-threatening injuries at 6:00 pm (local time) on Tuesday after having fallen from the cliffs.

"He died later that evening of his injuries in hospital. The death is not being treated as suspicious," a spokesman said.

Leo said passers-by tried to revive Arthur before an air ambulance took him to hospital where he died a few hours later.

"I spoke to a few of his pals earlier today and then didn't even know he was at the cliff edge last night, they didn't know who he was with," he said.

"They were with him that morning, yesterday morning, they said he kind of disappeared and they didn't know where he went and they couldn't get a hold of him.

"So [there are] still some questions surrounding what he was doing there and who he was with as well."

Nick Cave grew up in south-eastern Australia but moved to London with his punk band The Birthday Party in 1980.

He is best known for his work with the band Nick Cave and the Bad Seeds.

The 57-year-old lives in Brighton, a seaside town popular with artists and musicians.

AFP