Shayla Wiggens told the Riverton Ranger newspaper that she spotted the body in the Wind River near the city of Riverton on Friday while playing the new game. It sends players to real-world locations to capture virtual creatures.
Fremont County Undersheriff Ryan Lee says the death appears to be accidental and possibly a drowning. He says evidence indicates the man went into the water where he was found.
The victim hasn't been identified pending an autopsy. Lee says the FBI is helping in the investigation.
It comes as police in Missouri say four teens used Pokemon Go to lure victims to a location and rob them.