According to national reports, George Baldock was found dead at his home in the swimming pool of his house in Glyfada, southern Athens.
A family statement read: “We can confirm that George has sadly passed away.
“As a family we are in shock at this terrible loss. We ask please that the media respect our privacy at this time.”
Baldock was on loan from MK Dons at Oxford United for a season and a half from February 2015 until the end of the 2015/2016 season, after which he was named in the League 2 PFA Team of the Year.
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In a post on social media, Oxford United, where his brother James is a club doctor, said: “Oxford United Football Club is deeply saddened to learn of the passing of former player, George Baldock, aged 31.
“The sincere condolences of everyone associated with the club are extended to James, Sam, his family, and friends.”
The Oxford United Supporter Panel has today released a statement in tribute to Baldock. It said: “In modern football, loanees are many in number, particularly in the lower leagues and so they are often lost in the memory.
“George Baldock was one of the exceptions. An outstanding acquisition, his arrival was a key piece in the promotion jigsaw and his performances quickly made him a firm fan’s favourite.
“He was never ‘our’ player but he really did feel like he was. Watching him flourish at the very top of the game was a great consolation. He will be greatly missed
“George’s connection with fans was incredibly strong, he always had time for a photo, autograph or chat. Coming from a family so closely connected with our club makes that so special.
“We remember and honour him as an outstanding player and generous, articulate human being. Our deepest condolences go to his family, including his brother James, our club doctor, and Sam who also played for us.”
A statement from Greece’s Ministry of Citizen Protection released on Thursday read: “A preliminary investigation has been carried out by the Attica Security Directorate.
“A forensic pathologist was called to the scene and examined the body with no evidence of criminal activity.
“In addition, the police searched the house to determine if there are any traces of a burglary, with a negative result.
“Also, a specialised team of the Criminal Investigation Directorate of the Police carried out a check at the house in order to exclude the possibility of criminal activity.”