Dyfed-Powys Police said it has referred the incident to the Independent Police Complaints Commission (IPCC) as its officers had been in contact with the 48-year-old woman earlier this morning.
A major search was launched just before 5am involving a helicopter, the fire service rescue boat and volunteers from the Brecon Mountain Rescue Team.
A spokeswoman for Dyfed-Powys Police said it was alerted to a distressed woman on LLanfaes Bridge in Brecon at 4.55am on Wednesday, November 1.
She said: "Sadly, a 48-year-old woman was found deceased in the river a short time later. Formal identification has not yet taken place. Next of kin and HM Coroner are aware.
"We pass our condolences to the family, who are being supported by specially trained officers at this time.
"The incident has been referred to the Independent Police Complaints Commission (IPCC) for review owing to officers’ contact with the woman earlier this morning, for an unrelated matter."
A spokeswoman for the IPCC said: "The Independent Police Complaints Commission (IPCC) has been made aware of an incident by Dyfed-Powys Police in Brecon this morning."Once a formal referral is received, a decision on the level of IPCC involvement required, if any, will be made."Mark Jones of the Brecon Mountain Rescue Team said it got 16 volunteer rescuers out to assist in the search when it was called at 5.15am.He said team members, including its doctor, and fire service personnel attempted to resuscitate the woman when but were unsuccessful.He said: "We were called at 5.15am to a report of a distressed woman who had been seen to go into the river."We conducted a search with the fire service and the lady concerned was located near by. Attempts were made to resuscitate her by the mountain rescue team, including the team doctor, and the fire service personnel. We were then joined by the ambulance service but the attempts were unsuccessful."The river level is quite low which would be the reason she was found fairly close by. Our thoughts and condolences go out to the family and friends."