Officers were called to an address on Main Street, Buckton, yesterday evening.
There has been an arrest, but no information has been given about the deceased yet.
Humberside Police said: "We can confirm that were called to an incident at an address in Buckton, Bridlington, in the evening of 19th December.
"One man has been arrested on suspicion of murder and an investigation is underway."
Police officers were outside a detached property on Main Street this morning.
Cllr Richard Burton, who lives in the village and runs an art gallery and tea room there, said: “It’s a shock.
“Buckton is a quiet village, so small that we tend to know everybody and there is a real sense of community.
“So, to have a major incident like this in the run up to Christmas is a real shock.”