On Thursday evening State Park Police identified the man only as a 29-year-old resident of Nassau County.
Park police do not suspect foul play.
The man's body was reportedly found in one of the abandoned bunker's at the former military base, but park police would not confirm.
East Hampton Town police were not asked to assist in the investigation, Chief Ed Ecker said on Wednesday.
State Park police declined to released details on the investigation before Thursday evening.
Camp Hero State Park is a 415-acre park that was part of a historic military base, now registered as a national historic site. In addition to heavily wooded areas, there are also freshwater wetlands, and ocean vistas over dramatic bluffs
After Pearl Harbor, Camp Hero was built, opening in 1942 as part of the coastal defense against Nazi Germany.
Camp Hero became one of the first radar sites established in the northeast in 1948. It became the Montauk Air Force Station in 1951. It was closed 30 years later.