The victim is a man 28 to 30 years old, she said. When firefighters and police arrived at the yacht, named Iroquois, they found the man in cardiac arrest, and attempts to revive him were unsuccessful.
It wasn't clear who called authorities, and police did not release the man's name. The manner of death also wasn't released.
Boston police referred questions to the Red Sox, which hadn't yet issued a public statement. Police at the scene did not comment, and a man who appeared to be a yacht crew member said he could not comment.
Henry, the team's principal owner, has owned the Red Sox with two major partners since 2002 and is a former owner of the Florida Marlins. He is chairman John W. Henry & Co. Inc., a hedge fund he founded in 1981.
The team has won two World Series during his tenure, the first in 2004 after an 84-year title drought. Forbes magazine reported in 2011 that Henry had listed the 164-foot yacht for sale for $28 million.