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Police would particularly like to speak to anyone who was around the wooden boardwalks on the city side of Whairepo Lagoon from 9pm on Friday until 3am on Saturday.
"This area is between Frank Kitts Park and Te Papa on the Wellington Waterfront," the statement said.
"If anyone has any information about Ms Mayne's death, or saw her around this time they are encouraged to contact the Wellington Police on (04) 381 2000 or call Crimestoppers anonymously on 0800 555 111.
"Ms Mayne's next-of-kin and family have been informed and Police are working towards establishing the cause, as well as events that lead to her death."
Her body was found in the water near Frank Kitts Park at 10.55am yesterday and the body was taken from the scene around 11.30am.
A local kaumatua performed a blessing of the Whairepo Lagoon area at 4pm yesterday.