A woman's body has been found by police under a Melbourne overpass in the early hours of New Year's Day.

Police said the woman was found dead under the Kings Way bridge on City Road at Southbank about 4am.

READ MORE: Frightening crowd crush during celebrations in Sydney

The woman's cause of death is yet to be determined and police are continuing to investigate.

A crime scene has been established near the corner of Moray St and City Road.

More to come. 

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