Police officers were called to Russells International Circus in the resort of Cleethorpes, North East Lincolnshire, at 7.30am yesterday to reports of an emergency.
The big top was searched for clues by Humberside Police after a man was reported dead on the site.
Six police vehicles were in attendance, with officers seen going out of a circus tent having gathered evidence.
The site was cordoned off and both yesterday's shows cancelled.
One resident said: "We've never had anything like this before. It is such a quiet area. I can't remember anything like this in the 30 years I've lived here."
Paramedics were called to the circus at 7.23am but the man was pronounced dead at the scene.
A Humberside Police spokesman said: "Our officers are on the scene and enquiries are in their very early stages at this time."
A spokesman for the 250-year-old circus said: "Due to tragic circumstances, both performances cancelled today we will be commencing Thursday till Sunday.
"We are not allowed to make any statements. Police have advised us not to say anything."
An East Midlands Ambulance Service spokesperson said: "We received a call at 7.23am to incident at Cleethorpes.
"A paramedic in a fast response vehicle attended. No one was taken to hospital and police are investigating."
A private hearse was called to remove the body after the man was certified dead at the scene.
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