Emergency services were called to Holyhead's Newry Beach at about 22:50 GMT on Sunday.
The woman was pronounced dead at the scene. Officers believe she is local to the area, although no formal identification has taken place.
The death is not being treated as suspicious and the coroner as been informed.
Insp Jason Higgins of North Wales Police said: "We are now in the process of locating and informing her family. Our thoughts are with them at this very difficult time"
A woman's body has been discovered at a beach on Anglesey, police have said.