A woman in the US state of Wyoming has found a dead body floating in a river while playing Pokemon Go, according to local media reports.

The mobile phone game, which has become popular since it was released earlier this week, uses real locations to encourage players to search far and wide in the real world to discover Pokémon, according to its website.

Shayla Wiggins from the town of Riverton said she discovered the body while taking an early morning walk by Wind River to find some Pokémon.

"As I looked one way, I noticed that there was something in the water in front of me," she told BuzzFeed News.

"And so I took a closer look and saw it was a body."

Ms Wiggins is reported to have then called 911 and waited for police to arrive.

In a statement supplied by KCWY News 13, the Fremont County Sheriff's Office said it is investigating the death of the adult male located under the Wyoming Highway 789 Bridge around 8:40am.

"The body was discovered by local resident who was walking in the immediate area," the statement read.

"The death appears to be accidental in nature and possibly that of a drowning. There is no evidence at this time that would indicate foul play.

"Evidence located at the scene has led investigators to believe the man went into the water at the location he was found."

Further details on the circumstances surrounding the death will be released after preliminary autopsy results are received, the statement also read.