Police said they were called to the incident at John Hastie Park in Strathaven at about 13:30.
An ambulance and a paramedic response unit were also sent to the scene.
A Police Scotland spokeswoman said officers were still in attendance and inquires were continuing. She added: "A post-mortem examination will be carried out to establish the exact cause of death."
The divisional police commander, Ch Supt Roddy Irvine, later said on social media: "You'll see extra officers in Strathaven after today's murder.
"It was not a random attack and we're working hard to catch those responsible."
A man has been murdered in an attack at a park in South Lanarkshire.